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Analysis of a Threshold Strategy in a Discrete-time Sparre Andersen Model
maxBound = max(c1, Z+c2); S = new double * [w]; // dynamic allocation of pointer array for rows for(int ... for(int y=0;y<w;y++) S[y]=new double [w]; // dynamic allocation of columns for each row //initializing matrix ...- Authors: Ana Maria Mera
- Date: Jan 2008
- Competency: Technical Skills & Analytical Problem Solving
- Topics: Financial Reporting & Accounting>Statutory accounting; Modeling & Statistical Methods>Markov Chain