Naive method to test the convergence of simulation and its applications in the computation of bankruptcy probability

DOI10.1080/00949655.2015.1057822OpenAlexW1925059330MaRDI QIDQ5222403

Li Li, Xianfeng Jiang

Publication date: 1 April 2020

Published in: Journal of Statistical Computation and Simulation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/00949655.2015.1057822

zbMATH Keywords

bankruptcy probabilitynaive methodsimulation convergence

Mathematics Subject Classification ID

Statistics (62-XX)

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