Quality of the Approximation of Ruin Probabilities Regarding to Large Claims
From MaRDI portal
Publication:2808072
DOI10.1007/978-3-319-17996-4_11zbMath1337.91045OpenAlexW840587616MaRDI QIDQ2808072
Mouloud Cherfaoui, Aïcha Bareche, Djamil Aissani
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
Related Items
Uses Software
Cites Work
- Unnamed Item
- Unnamed Item
- Risk models with extremal subexponentiality
- Estimates for the probability of ruin with special emphasis on the possibility of large claims
- The problem of stability in insurance mathematics
- Comparison of ruin probability estimates in the presence of heavy tails
- Kernel density estimation for heavy-tailed distributions using the champernowne transformation
- An introduction to statistical modeling of extreme values