"Recovery of ruin probability and Value at Risk from the scaled Laplace ..."

A. I. Fadahunsi, Robert M. Mnatsakanov (2018)

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DOI: 10.1016/J.CAM.2018.04.025

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type: Journal Article

metadata version: 2025-01-19

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A. I. Fadahunsi, Robert M. Mnatsakanov:
Recovery of ruin probability and Value at Risk from the scaled Laplace transform inversion. J. Comput. Appl. Math. 342: 249-262 (2018)

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