Simulating the ruin probability of risk processes with delay in claim settlement (Q2485774): Difference between revisions
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Simulating the ruin probability of risk processes with delay in claim settlement |
scientific article |
Statements
Simulating the ruin probability of risk processes with delay in claim settlement (English)
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5 August 2005
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Importance sampling
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Monte Carlo simulation
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Ruin probabilities
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Poisson shot-noise process
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