Sensitivity Analysis of Insurance Risk Models via Simulation
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- scientific article; zbMATH DE number 2147773
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- An analysis of a three-factor model proposed by the Danish Society of Actuaries for forecasting and risk analysis
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- Saddlepoint approximations to sensitivities of tail probabilities of random sums and comparisons with Monte Carlo estimators
- A sensitivity analysis concept for life insurance with respect to a valuation basis of infinite dimension
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