Pages that link to "Item:Q2291759"
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The following pages link to On corrected phase-type approximations of the time value of ruin with heavy tails (Q2291759):
Displaying 3 items.
- Efficient simulation of ruin probabilities when claims are mixtures of heavy and light tails (Q2065463) (← links)
- Corrected phase-type approximations of heavy-tailed risk models using perturbation analysis (Q2513594) (← links)
- Second order corrections for the limits of normalized ruin times in the presence of heavy tails (Q5168875) (← links)