Practical approaches to the estimation of the ruin probability in a risk model with additional funds (Q341092)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Practical approaches to the estimation of the ruin probability in a risk model with additional funds |
scientific article; zbMATH DE number 6653204
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Practical approaches to the estimation of the ruin probability in a risk model with additional funds |
scientific article; zbMATH DE number 6653204 |
Statements
Practical approaches to the estimation of the ruin probability in a risk model with additional funds (English)
0 references
16 November 2016
0 references
risk model
0 references
survival probability
0 references
exponential bound
0 references
De Vylder approximation
0 references
Monte Carlo method
0 references
