Grübel, Rudolf; Hermesmeier, Renate - 2000
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KEYWORDS AND PHRASES
Total claim size distribution, ruin probabilities, discretization, acceleration of
convergence.
I …
as extrapolation to the limit or acceleration of convergence, can be used in
many situations to reduce such … acceleration only occurs if
c¢0. Further, one can obviously extend this by combining more than two
app,oximations if additional …