Monte-Carlo estimate of the probability of ruin in a compound Poisson model of risk theory (Q1816024)
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scientific article; zbMATH DE number 948648
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Monte-Carlo estimate of the probability of ruin in a compound Poisson model of risk theory |
scientific article; zbMATH DE number 948648 |
Statements
Monte-Carlo estimate of the probability of ruin in a compound Poisson model of risk theory (English)
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21 November 1996
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ruin probability
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risk process
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Monte Carlo estimate
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0.94486636
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0.94486636
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0.9199079
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0.9152804
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0.90954113
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0.90917903
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0.90915406
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