Modeling of insurance data through two heavy tailed distributions : computations of some of their actuarial quantities through simulation from their equilibrium distributions and the use of their convolutions
Dilip C. Nath, Jagriti Das
| Year of publication: |
August 2016
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|---|---|
| Authors: | Nath, Dilip C. ; Das, Jagriti |
| Published in: |
Journal of mathematical finance. - [S.l.] : Scientific Research, ISSN 2162-2434, ZDB-ID 2657377-5. - Vol. 6.2016, 3, p. 378-400
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| Subject: | Probability of Ultimate Ruin | Pollaczek-Khinchin Formula | Monte Carlo Simulation | Numerical Integration | Simulation | Theorie | Theory | Monte-Carlo-Simulation | Monte Carlo simulation | Versicherungsmathematik | Actuarial mathematics | Wahrscheinlichkeitsrechnung | Probability theory | Statistische Verteilung | Statistical distribution | Risikomodell | Risk model |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.4236/jmf.2016.63031 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011583507