Non-Poissonian claims' arrivals and calculation of the probability of ruin (Q1265923)
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scientific article; zbMATH DE number 1202767
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Non-Poissonian claims' arrivals and calculation of the probability of ruin |
scientific article; zbMATH DE number 1202767 |
Statements
Non-Poissonian claims' arrivals and calculation of the probability of ruin (English)
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1998
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Andersen's model
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heavy-tailed interclaim distributions
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ruin probabilities
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simulation
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collective risk
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non-Poissonian claims arrival processes
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importance sampling
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