New Methods for the Problem of Collective Ruin
The problem of "collective ruin" arises in a number of different situations in operations research and is particularly well suited as a model of risk business such as an insurance company. The problem of collective ruin is formulated in terms of dynamical stochastic processes for a risk re...
| Veröffentlicht in: | SIAM Journal on Applied Mathematics. - Society for Industrial and Applied Mathematics, 1966. - 50(1990), 5, Seite 1442-1456 |
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| Format: | Online-Aufsatz |
| Sprache: | English |
| Veröffentlicht: |
1990
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| Zugriff auf das übergeordnete Werk: | SIAM Journal on Applied Mathematics |
| Schlagworte: | asymptotic approximations WKB method turning point collective ruin Philosophy Economics Mathematics Business |
| Online verfügbar |
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