Pages that link to "Item:Q4563775"
From MaRDI portal
The following pages link to THE EFFICIENT COMPUTATION AND THE SENSITIVITY ANALYSIS OF FINITE-TIME RUIN PROBABILITIES AND THE ESTIMATION OF RISK-BASED REGULATORY CAPITAL (Q4563775):
Displaying 4 items.
- Robustness analysis and convergence of empirical finite-time ruin probabilities and estimation risk solvency margin (Q998292) (← links)
- Sensitivity analysis and density estimation for finite-time ruin probabilities (Q1026435) (← links)
- A multinomial approximation approach for the finite time survival probability under the Markov-modulated risk model (Q2157428) (← links)
- Sensitivity analysis for ruin probabilities: canonical risk model (Q4658380) (← links)