Efficient simulation of ruin probabilities when claims are mixtures of heavy and light tails (Q2065463): Difference between revisions

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Latest revision as of 16:05, 27 July 2024

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Efficient simulation of ruin probabilities when claims are mixtures of heavy and light tails
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    Efficient simulation of ruin probabilities when claims are mixtures of heavy and light tails (English)
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    7 January 2022
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    rare event simulation
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    ruin probability
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    Cramér-Lundberg model
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    insurance risk theory
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