Pages that link to "Item:Q1026435"

The following pages link to Sensitivity analysis and density estimation for finite-time ruin probabilities (Q1026435):

Displaying 8 items.

• Sensitivity of risk measures with respect to the normal approximation of total claim distributions (Q654808) (← links)
• Convergence and asymptotic variance of bootstrapped finite-time ruin probabilities with partly shifted risk processes (Q659157) (← links)
• Asymptotic behavior of the finite-time expected time-integrated negative part of some risk processes and optimal reserve allocation (Q968848) (← links)
• Robustness analysis and convergence of empirical finite-time ruin probabilities and estimation risk solvency margin (Q998292) (← links)
• A Malliavin calculus approach to sensitivity analysis in insurance (Q2485535) (← links)
• THE EFFICIENT COMPUTATION AND THE SENSITIVITY ANALYSIS OF FINITE-TIME RUIN PROBABILITIES AND THE ESTIMATION OF RISK-BASED REGULATORY CAPITAL (Q4563775) (← links)
• Sensitivity analysis for ruin probabilities: canonical risk model (Q4658380) (← links)
• Functional sensitivity analysis of ruin probability in the classical risk models (Q5861816) (← links)