Calculating multivariate ruin probabilities via Gaver-Stehfest inversion technique (Q1962823)
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scientific article; zbMATH DE number 1396352
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Calculating multivariate ruin probabilities via Gaver-Stehfest inversion technique |
scientific article; zbMATH DE number 1396352 |
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Calculating multivariate ruin probabilities via Gaver-Stehfest inversion technique (English)
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31 January 2000
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Laplace transform
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integral equations
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numerical methods
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Gaver-Stehfest method
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0.87745255
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0.8715571
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0.86078924
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0.8595015
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0.85789824
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0.85646635
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0.8558173
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