Functional sensitivity analysis of ruin probability in the classical risk models (Q5861816)
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scientific article; zbMATH DE number 7483114
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Functional sensitivity analysis of ruin probability in the classical risk models |
scientific article; zbMATH DE number 7483114 |
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Functional sensitivity analysis of ruin probability in the classical risk models (English)
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2 March 2022
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classical risk models
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ruin probability
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parameter uncertainty
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Taylor-series expansions
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sensitivity analysis
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Sobol' indices
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Markov risk bounds
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Monte Carlo simulation
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