Modeling of an insurance system and its large deviations analysis

DOI10.1016/J.CAM.2010.06.003zbMATH Open1231.91235OpenAlexW2079801864MaRDI QIDQ708277FDOQ708277

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

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zbMATH Keywords

modelingruin probabilitybankruptcyinsurance systemslarge deviations analysis

Mathematics Subject Classification ID

Large deviations (60F10)

Cites Work

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Cited In (5)

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• Large deviations for a model of excess of loss re-insurance
• Systems simulation analysis and optimization of insurance business
• Title not available (Why is that?)

Uses Software

• Octave

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