A numerical method to find the probability of ultimate ruin in the classical risk model with stochastic return on investments (Q882865)
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scientific article; zbMATH DE number 5156971
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A numerical method to find the probability of ultimate ruin in the classical risk model with stochastic return on investments |
scientific article; zbMATH DE number 5156971 |
Statements
A numerical method to find the probability of ultimate ruin in the classical risk model with stochastic return on investments (English)
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24 May 2007
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ruin probability
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Volterra equation
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block-by-block method
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