scientific article; zbMATH DE number 5164426

MaRDI QIDQ3446258zbMATH OpenFDO

Authors

Publication date 14 June 2007

zbMATH Keywords

asymptoticstail probabilitiesaggregate claimsinsurance riskscumulative distribution functionsactuarial modelsrandom discount factorsruin probability model

Mathematics Subject Classification ID

Density estimation (62G07) Applications of statistics to actuarial sciences and financial mathematics (62P05) Neural nets and related approaches to inference from stochastic processes (62M45) Production models (90B30)

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Cited in

(2)

• Randomized mixture models for probability density approximation and estimation
• Multivariate insurance models: an overview

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