Pages that link to "Item:Q1584521"
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The following pages link to RPA pathwise derivative estimation of ruin probabilities (Q1584521):
Displaying 6 items.
- Sensitivity analysis and density estimation for finite-time ruin probabilities (Q1026435) (← links)
- Upper bounds for ultimate ruin probabilities in the Sparre Andersen model with interest. (Q1413384) (← links)
- Approximation for ruin probability in the Sparre Andersen model with interest (Q2431955) (← 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)