Approximation of the ruin probability using the scaled Laplace transform inversion (Q668180)
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scientific article; zbMATH DE number 7037716
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Approximation of the ruin probability using the scaled Laplace transform inversion |
scientific article; zbMATH DE number 7037716 |
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Approximation of the ruin probability using the scaled Laplace transform inversion (English)
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18 March 2019
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classical risk model
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ruin probability
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moment-recovered approximation
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Laplace transform inversion
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uniform rate of approximation
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0.9439014
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0.8973354
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0.8896985
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0.8886392
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0.8873974
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0.88444567
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