Ruin probabilities with dependence on the number of claims within a fixed time window
Year of publication: |
June 2016
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Authors: | Constantinescu, Corina ; Dai, Suhang ; Ni, Weihong ; Palmowski, Zbigniew |
Published in: |
Risks : open access journal. - Basel : MDPI, ISSN 2227-9091, ZDB-ID 2704357-5. - Vol. 4.2016, 2, p. 1-23
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Subject: | regenerative risk process | ruin probability | subexponential distribution | Cramér asymptotics | importance sampling | crude Monte Carlo | Markov additive process | Theorie | Theory | Wahrscheinlichkeitsrechnung | Probability theory | Risiko | Risk | Monte-Carlo-Simulation | Monte Carlo simulation | Statistische Verteilung | Statistical distribution |
Type of publication: | Article |
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Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
Language: | English |
Other identifiers: | 10.3390/risks4020017 [DOI] hdl:10419/167887 [Handle] |
Source: | ECONIS - Online Catalogue of the ZBW |
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