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Please use this identifier to cite or link to this item: https://elib.bsu.by/handle/123456789/52086
Title: Finite-time ruin probabilities in the discrete risk model
Authors: Lappo, P.
Keywords: ЭБ БГУ::ЕСТЕСТВЕННЫЕ И ТОЧНЫЕ НАУКИ::Кибернетика
Issue Date: 2013
Publisher: Minsk : Publ. center of BSU
Citation: Computer Data Analysis and Modeling: Theoretical and Applied Stochastics : Proc. of the Tenth Intern. Conf., Minsk, Sept. 10–14, 2013. Vol 2. — Minsk, 2013. - P. 164-166
Abstract: Discrete-time risk model is considered, and recurrent algorithm for the cal- culating the finite-time probability of ruin is investigated. Keywords: finite-time probability of ruin, discrete time risk model.
URI: http://elib.bsu.by/handle/123456789/52086
Appears in Collections:Статьи факультета прикладной математики и информатики
2013. Computer Data Analysis and Modeling. Vol 2
Vol. 2

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