A monotonically converging algorithm for the severity of ruin in a discrete semi-markov risk model (Q5467664)
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scientific article; zbMATH DE number 5026189
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A monotonically converging algorithm for the severity of ruin in a discrete semi-markov risk model |
scientific article; zbMATH DE number 5026189 |
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A monotonically converging algorithm for the severity of ruin in a discrete semi-markov risk model (English)
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24 May 2006
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ruin probability
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severity of ruin
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recursive calculation
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stable algorithm
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monotonically converging algorithm
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