Simulation analysis of ruin capital in Sparre Andersen’s model of risk
Year of publication: |
2014
|
---|---|
Authors: | Malinovskii, Vsevolod K. ; Kosova, Ksenia O. |
Published in: |
Insurance: Mathematics and Economics. - Elsevier, ISSN 0167-6687. - Vol. 59.2014, C, p. 184-193
|
Publisher: |
Elsevier |
Subject: | Ruin capital | Ruin probability | Andersen’s model | Simulation analysis |
-
Simulation analysis of ruin capital in Sparre Andersen's model of risk
Malinovskii, Vsevolod K., (2014)
-
On rational pricing for a profit-seeking insurer in the year of hard market
Malinkovskii, Vsevolod K., (2015)
-
Improved asymptotic upper bounds on the ruin capital in the Lundberg model of risk
Malinovskii, Vsevolod K., (2014)
- More ...
-
Simulation analysis of ruin capital in Sparre Andersen's model of risk
Malinovskii, Vsevolod K., (2014)
-
Elementary bounds on the ruin capital in a diffusion model of risk
Malinovskii, Vsevolod K., (2014)
-
Zone-adaptive control strategy for a multiperiodic model of risk
Malinovskii, Vsevolod K., (2007)
- More ...