Pages that link to "Item:Q3116693"
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The following pages link to Sensitivity Analysis of Insurance Risk Models via Simulation (Q3116693):
Displaying 11 items.
- A sensitivity analysis concept for life insurance with respect to a valuation basis of infinite dimension (Q998282) (← links)
- Reverse sensitivity testing: what does it take to break the model? (Q1634305) (← links)
- Sensitivity analysis with \(\chi^2\)-divergences (Q2234772) (← links)
- Systems simulation analysis and optimization of insurance business (Q2263261) (← links)
- A Malliavin calculus approach to sensitivity analysis in insurance (Q2485535) (← links)
- Sensitivity analysis for rare events based on Rényi divergence (Q2657916) (← links)
- Sensitivity of the joint survival probability for reinsurance schemes (Q2870748) (← links)
- Monte Carlo methods for sensitivity analysis of Poisson-driven stochastic systems, and applications (Q3516391) (← 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)
- Saddlepoint approximations to sensitivities of tail probabilities of random sums and comparisons with Monte Carlo estimators (Q5220745) (← links)