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Calculation of confidence intervals for ruin probability in a generalized risk process - MaRDI portal

Calculation of confidence intervals for ruin probability in a generalized risk process (Q1860522)

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scientific article; zbMATH DE number 1873296
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English
Calculation of confidence intervals for ruin probability in a generalized risk process
scientific article; zbMATH DE number 1873296

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    Calculation of confidence intervals for ruin probability in a generalized risk process (English)
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    24 February 2003
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    confidence interval
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    ruin probability
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    estimations
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    complexity
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