Efficient simulation of ruin probabilities when claims are mixtures of heavy and light tails (Q2065463): Difference between revisions
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Revision as of 12:13, 15 February 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Efficient simulation of ruin probabilities when claims are mixtures of heavy and light tails |
scientific article |
Statements
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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