Calculation of confidence intervals for ruin probability in a generalized risk process

zbMath1054.91048MaRDI QIDQ1860522

V. Yu. Korolev, Andrey A. Kudryavtsev, Vladimir Bening

Publication date: 24 February 2003

Published in: Moscow University Computational Mathematics and Cybernetics (Search for Journal in Brave)

zbMATH Keywords

complexityconfidence intervalruin probabilityestimations

Mathematics Subject Classification ID

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