A note on compound renewal risk models with dependence (Q2345669)
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scientific article; zbMATH DE number 6439442
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| English | A note on compound renewal risk models with dependence |
scientific article; zbMATH DE number 6439442 |
Statements
A note on compound renewal risk models with dependence (English)
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22 May 2015
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ruin measures
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bivariate distributions
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copulas
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light-tailed claim distributions
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change of measure techniques
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importance sampling
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0.8654460310935974
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0.8619437217712402
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0.8171016573905945
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0.8130744099617004
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