Impact of the stability bound choice on the approximation of ruin probabilities (Q505603)
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scientific article; zbMATH DE number 6678141
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Impact of the stability bound choice on the approximation of ruin probabilities |
scientific article; zbMATH DE number 6678141 |
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Impact of the stability bound choice on the approximation of ruin probabilities (English)
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26 January 2017
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risk model
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perturbation
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ruin probability
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strong stability
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large claim
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simulation
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0.92233586
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0.89784825
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0.88707936
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0.88472605
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0.88451403
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0.88384306
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0.88170886
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0.88075423
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