THE EFFICIENT COMPUTATION AND THE SENSITIVITY ANALYSIS OF FINITE-TIME RUIN PROBABILITIES AND THE ESTIMATION OF RISK-BASED REGULATORY CAPITAL (Q4563775)
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scientific article; zbMATH DE number 6880332
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | THE EFFICIENT COMPUTATION AND THE SENSITIVITY ANALYSIS OF FINITE-TIME RUIN PROBABILITIES AND THE ESTIMATION OF RISK-BASED REGULATORY CAPITAL |
scientific article; zbMATH DE number 6880332 |
Statements
THE EFFICIENT COMPUTATION AND THE SENSITIVITY ANALYSIS OF FINITE-TIME RUIN PROBABILITIES AND THE ESTIMATION OF RISK-BASED REGULATORY CAPITAL (English)
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4 June 2018
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sensitivity analysis
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ruin probabilities
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Monte Carlo
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risk-based capital
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