Simulating the ruin probability of risk processes with delay in claim settlement (Q2485774)
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scientific article; zbMATH DE number 2192513
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Simulating the ruin probability of risk processes with delay in claim settlement |
scientific article; zbMATH DE number 2192513 |
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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0.8420522212982178
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0.8393291234970093
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0.8358732461929321
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0.8299474120140076
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0.8287479877471924
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