Numerical calculation of the Cramér-Lundberg approximation (Q4729223)
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scientific article; zbMATH DE number 4113821
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Numerical calculation of the Cramér-Lundberg approximation |
scientific article; zbMATH DE number 4113821 |
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Numerical calculation of the Cramér-Lundberg approximation (English)
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1989
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classical risk process
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Poisson process
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numerical estimation
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Cramér- Lundberg approximation of the ruin probability
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algorithm
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