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Approximatinf the density of the time ruin via fourier-cosine series expansión

Recurso electrónico / Electronic resource
Registro MARC
Tag12Valor
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001  MAP20170006695
003  MAP
005  20170301142518.0
008  170301e20170102usa|||p |0|||b|eng d
040  ‎$a‎MAP‎$b‎spa‎$d‎MAP
084  ‎$a‎6
1001 ‎$0‎MAPA20080649913‎$a‎Zhang, Zhimin
24510‎$a‎Approximatinf the density of the time ruin via fourier-cosine series expansión‎$c‎Zhimin Zhang
520  ‎$a‎In this paper, the density of the time to ruin is studied in the context of the classical compound Poisson risk model. Both one-dimensional and two-dimensional Fourier-cosine series expansions are used to approximate the density of the time to ruin, and the approximation errors are also obtained. Some numerical examples are also presented to show that the proposed method is very efficient.
7730 ‎$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