The following pages link to Simulation of ruin probabilities (Q2638707):
Displaying 9 items.
- Applications of a change of measures technique for compound mixed renewal processes to the ruin problem (Q2122922) (← links)
- A characterization of martingale-equivalent mixed compound Poisson processes (Q2240832) (← links)
- A characterization of equivalent martingale measures in a renewal risk model with applications to premium calculation principles (Q2309772) (← links)
- Fourier-cosine method for ruin probabilities (Q2515094) (← links)
- Simple approximations of ruin probabilities (Q2740067) (← links)
- Simulation of ruin probabilities for risk processes of Markovian type (Q3148741) (← links)
- (Q4379506) (← links)
- Functional sensitivity analysis of ruin probability in the classical risk models (Q5861816) (← links)
- A characterization of progressively equivalent probability measures preserving the structure of a compound mixed renewal process (Q5881789) (← links)