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 |
Files in This Item:
| File | Description | Size | Format | |
|---|---|---|---|---|
| 164-166.pdf | 428,58 kB | Adobe PDF | View/Open |
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