Simulation of ruin probabilities for risk processes of Markovian type
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Publication:3148741
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- On a risk model with dependence between claim sizes and claim intervals
- Numerical Calculation of Ruin Probabilities for Skip-Free Markov Chains
- Bayesian ratemaking with common effects modeled by mixture of Pólya tree processes
- Empirical investigation of insurance claim dependencies using mixture models
- Ruin probabilities for Bayesian exchangeable claims processes
- Schur-constant and related dependence models, with application to ruin probabilities
- On a simple quasi-Monte Carlo approach for classical ultimate ruin probabilities
- On asymptotically efficient simulation of ruin probabilities in a Markovian environment
- An application of semi-Markovian models to the ruin problem
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