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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 abstract describes a paper that presents two methods for calculating the exact ruin probability ...- Authors: Hélène Cossette, Etienne Larrivée-Hardy, Etienne Marceau, Julien Trufin
- Date: Feb 2014