Pages that link to "Item:Q4658380"
From MaRDI portal
The following pages link to Sensitivity analysis for ruin probabilities: canonical risk model (Q4658380):
Displaying 8 items.
- Gradient-based simulation optimization under probability constraints (Q421531) (← links)
- Sensitivity analysis and density estimation for finite-time ruin probabilities (Q1026435) (← links)
- RPA pathwise derivative estimation of ruin probabilities (Q1584521) (← links)
- A Malliavin calculus approach to sensitivity analysis in insurance (Q2485535) (← links)
- Sensitivity analysis for rare events based on Rényi divergence (Q2657916) (← links)
- Sensitivity Analysis of Insurance Risk Models via Simulation (Q3116693) (← links)
- THE EFFICIENT COMPUTATION AND THE SENSITIVITY ANALYSIS OF FINITE-TIME RUIN PROBABILITIES AND THE ESTIMATION OF RISK-BASED REGULATORY CAPITAL (Q4563775) (← links)
- Functional sensitivity analysis of ruin probability in the classical risk models (Q5861816) (← links)