Sensitivity analysis for ruin probabilities: canonical risk model (Q4658380)
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scientific article; zbMATH DE number 2146660
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Sensitivity analysis for ruin probabilities: canonical risk model |
scientific article; zbMATH DE number 2146660 |
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Sensitivity analysis for ruin probabilities: canonical risk model (English)
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16 March 2005
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risk
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ruin probabilities
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sensitivity analysis
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rare event simulation
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importance sampling
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estimation efficiency
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