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

A. I. Fadahunsi Robert M. Mnatsakanov

Published in: J. Comput. Appl. Math. (2018)

Keyphrases

laplace transform
diffusion model
probability distribution
chance constraints
risk assessment
decision making
risk management
high risk
risk analysis
risk factors
recovery algorithm
input image
expected loss