| finiteruinprob-package |
Computation of the Probability of Ruin Within a Finite Time Horizon |
| finiteruinprob |
Computation of the Probability of Ruin Within a Finite Time Horizon |
| rriskproc |
Simulation of a risk process that is perturbed by a Wiener process |
| ruinprob.finite.dsim |
Computation of the probability of ruin within a finite time horizon using a dual process |
| ruinprob.finite.imps |
Approximation of the probability of ruin within a finite time horizon using importance sampling |
| ruinprob.finite.sdp |
Approximation of the probability of ruin within a finite time horizon using saddlepoint methods |
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