Modeling of an insurance system and its large deviations analysis

DOI10.1016/J.CAM.2010.06.003MaRDI QIDQ708277zbMATH OpenOpenAlexFDO

Authors Ali Devin Sezer

Publication date 11 October 2010

Published in Journal of Computational and Applied Mathematics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.cam.2010.06.003

zbMATH Keywords

modelingruin probabilitybankruptcyinsurance systemslarge deviations analysis

Mathematics Subject Classification ID

Large deviations (60F10)

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Cited in

(5)

• scientific article; zbMATH DE number 44317 (Why is no real title available?)
• scientific article; zbMATH DE number 5543646 (Why is no real title available?)
• Large deviations for a model of excess of loss re-insurance
• Systems simulation analysis and optimization of insurance business
• scientific article; zbMATH DE number 5307805 (Why is no real title available?)

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Uses Software

• Octave

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