Efficient Simulation of Ruin Probabilities When Claims are...

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Methodology and Computing in Applied Probability 2020 / 7

Efficient Simulation of Ruin Probabilities When Claims are Mixtures of Heavy and Light Tails

Albrecher, Hansjörg, Bladt, Martin, Vatamidou, Eleni
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Journal:
Methodology and Computing in Applied Probability
DOI:
10.1007/s11009-020-09799-6
Date:
July, 2020
File:
PDF, 982 KB
2020
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