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Some Numerical Aspects in Transient Risk Theory
| Content Provider | Scilit |
|---|---|
| Author | Janssen, J. Delfosse, Ph. |
| Copyright Year | 1982 |
| Description | We give some actual possibilities for computing numerical values in the classical risk models both in transient and asymptotical cases by introducing the concept of normed model. Some recent approximations are tested on numerical examples. We also emphasize the interest of these methods to compute waiting time distributions (transient and stationary cases) in queueing theory. |
| Related Links | https://www.cambridge.org/core/services/aop-cambridge-core/content/view/5278318F4DFB0DC3A81DE1B55FF21465/S0515036100004682a.pdf/div-class-title-some-numerical-aspects-in-transient-risk-theory-a-href-fn01-ref-type-fn-a-div.pdf |
| ISSN | 05150361 |
| e-ISSN | 17831350 |
| DOI | 10.1017/s0515036100004682 |
| Journal | ASTIN Bulletin |
| Issue Number | 2 |
| Volume Number | 13 |
| Language | English |
| Publisher | Cambridge University Press (CUP) |
| Publisher Date | 1982-12-01 |
| Access Restriction | Open |
| Subject Keyword | ASTIN Bulletin Automotive Engineering Operations Research and Management Science |
| Content Type | Text |
| Resource Type | Article |
| Subject | Finance Accounting Economics and Econometrics |