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Four approaches to compute the probability of ruin in the compound Poisson risk process with diffusion.

Riccardo GattoMichael Mosimann
Published in: Math. Comput. Model. (2012)
Keyphrases
  • diffusion process
  • strengths and weaknesses
  • machine learning
  • evolutionary algorithm
  • poisson process
  • neural network
  • data mining
  • machine learning algorithms
  • process model