Simulation analysis of ruin capital in Sparre Andersen's model of risk
Year of publication: |
2014
|
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Authors: | Malinovskii, Vsevolod K. ; Kosova, Ksenia O. |
Published in: |
Insurance / Mathematics & economics. - Amsterdam : Elsevier, ISSN 0167-6687, ZDB-ID 8864-X. - Vol. 59.2014, p. 184-193
|
Subject: | Ruin capital | Ruin probability | Andersen's model | Simulation analysis | Risikomodell | Risk model | Simulation | Theorie | Theory | Wahrscheinlichkeitsrechnung | Probability theory |
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