Sensitivity analysis for ruin probabilities: canonical risk model (Q4658380)
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scientific article; zbMATH DE number 2146660
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| default for all languages | No label defined |
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| English | Sensitivity analysis for ruin probabilities: canonical risk model |
scientific article; zbMATH DE number 2146660 |
Statements
Sensitivity analysis for ruin probabilities: canonical risk model (English)
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16 March 2005
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risk
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ruin probabilities
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sensitivity analysis
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rare event simulation
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importance sampling
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estimation efficiency
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0.898389995098114
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0.8977334499359131
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0.8588825464248657
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0.8323535919189453
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