A polynomial expansion to approximate the ultimate ruin...

Journal of Computational and Applied Mathematics 2016 / 04 Vol. 296

A polynomial expansion to approximate the ultimate ruin probability in the compound Poisson ruin model

Goffard, Pierre-Olivier, Loisel, Stéphane, Pommeret, Denys
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Volume:
296
Language:
english
Journal:
Journal of Computational and Applied Mathematics
DOI:
10.1016/j.cam.2015.06.003
Date:
April, 2016
File:
PDF, 982 KB
english, 2016
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