1
-
1
of
1
results (0.52 seconds)
Sort By:
-
On Two Methods Based on Martingales and Simulation to Compute Infinite-Time Ruin Probabilities
On Two Methods Based on Martingales and Simulation to Compute Infinite-Time Ruin Probabilities This ... presents two methods for calculating the exact ruin probability on an infinite time horizon in a model ...- Authors: Hélène Cossette, Etienne Larrivée-Hardy, Etienne Marceau, Julien Trufin
- Date: Feb 2014