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Monte-Carlo estimate of the probability of ruin in a compound poisson model of risk theory

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Authors
  1. A. N. Nakonechnyi
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Additional information

The research described in this publication was made possible in part by grant no. UAL000 from the International Science Foundation

Translated from Kibernetika i Sistemnyi Analiz, No. 6, pp. 160–162, November–December, 1995.

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Nakonechnyi, A.N. Monte-Carlo estimate of the probability of ruin in a compound poisson model of risk theory. Cybern Syst Anal 31, 921–923 (1995). https://doi.org/10.1007/BF02366630

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  • DOI: https://doi.org/10.1007/BF02366630

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