Approximatinf the density of the time ruin via fourier-cosine series expansión
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| Tag | 1 | 2 | Value |
|---|---|---|---|
| LDR | 00000cab a2200000 4500 | ||
| 001 | MAP20170006695 | ||
| 003 | MAP | ||
| 005 | 20170301142518.0 | ||
| 008 | 170301e20170102usa|||p |0|||b|eng d | ||
| 040 | $aMAP$bspa$dMAP | ||
| 084 | $a6 | ||
| 100 | 1 | $0MAPA20080649913$aZhang, Zhimin | |
| 245 | 1 | 0 | $aApproximatinf the density of the time ruin via fourier-cosine series expansión$cZhimin Zhang |
| 520 | $aIn this paper, the density of the time to ruin is studied in the context of the classical compound Poisson risk model. Both one-dimensional and two-dimensional Fourier-cosine series expansions are used to approximate the density of the time to ruin, and the approximation errors are also obtained. Some numerical examples are also presented to show that the proposed method is very efficient. | ||
| 773 | 0 | $wMAP20077000420$tAstin bulletin$dBelgium : ASTIN and AFIR Sections of the International Actuarial Association$x0515-0361$g02/01/2017 Volumen 47 Número 1 - enero 2017 , p. 169-198 |