Efficient simulation of ruin probabilities when claims are mixtures of heavy and light tails (Q2065463)
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scientific article
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| English | 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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0.91009974
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0.90589154
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0.90120685
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0.8975867
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0.8972609
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0.8963084
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0.8956378
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