Functional sensitivity analysis of ruin probability in the classical risk models (Q5861816)
From MaRDI portal
!
This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use the normal view instead:
scientific article; zbMATH DE number 7483114
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Functional sensitivity analysis of ruin probability in the classical risk models |
scientific article; zbMATH DE number 7483114 |
Statements
Functional sensitivity analysis of ruin probability in the classical risk models (English)
0 references
2 March 2022
0 references
classical risk models
0 references
ruin probability
0 references
parameter uncertainty
0 references
Taylor-series expansions
0 references
sensitivity analysis
0 references
Sobol' indices
0 references
Markov risk bounds
0 references
Monte Carlo simulation
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0.92095184
0 references
0.9116938
0 references
0.9058723
0 references
0.9050101
0 references
0.9045261
0 references
0 references
0.8914305
0 references
0.8909651
0 references
