Quality of the approximation of ruin probabilities regarding to large claims
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Publication:2808072
DOI10.1007/978-3-319-17996-4_11zbMATH Open1337.91045OpenAlexW840587616MaRDI QIDQ2808072FDOQ2808072
Authors: Aïcha Bareche, Mouloud Cherfaoui, D. Aïssani 
Publication date: 26 May 2016
Published in: Advanced Computational Methods for Knowledge Engineering (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/978-3-319-17996-4_11
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Cites Work
- An introduction to statistical modeling of extreme values
- Title not available (Why is that?)
- Kernel density estimation for heavy-tailed distributions using the champernowne transformation
- Estimates for the probability of ruin with special emphasis on the possibility of large claims
- Risk models with extremal subexponentiality
- Title not available (Why is that?)
- The problem of stability in insurance mathematics
- Comparison of ruin probability estimates in the presence of heavy tails
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