Ruin theory with risk proportional to the free reserve and securitization (Q1974043)
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scientific article; zbMATH DE number 1441572
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Ruin theory with risk proportional to the free reserve and securitization |
scientific article; zbMATH DE number 1441572 |
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Ruin theory with risk proportional to the free reserve and securitization (English)
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25 October 2000
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ruin theory
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credit risk
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currency risk
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securitization
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deviating arguments
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quasi-Monte Carlo method
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0.8648792
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0.8630375
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