Fourier-cosine method for ruin probabilities.
Kwok-Wing ChauSheung Chi Phillip YamHailiang YangPublished in: J. Comput. Appl. Math. (2015)
Keyphrases
- experimental evaluation
- computationally efficient
- cost function
- high precision
- detection method
- high accuracy
- dynamic programming
- correlation coefficient
- genetic algorithm
- detection algorithm
- support vector machine
- computational cost
- significant improvement
- pairwise
- training set
- preprocessing
- computational complexity
- multiscale
- bayesian networks