Application of statistical modelling methods for finding the non-ruin probability in the classical insurance model. II.

zbMATH Open1248.62199MaRDI QIDQ2896631

B. V. Bondarev, Ye. Yu. Orfinyak

Publication date: 16 July 2012

Published in: Prykladna Statystyka. Aktuarna ta Finansova Matematyka (Search for Journal in Brave)

zbMATH Keywords

compound Poisson processMonte-Carlo methodCramér-Lundberg model

Mathematics Subject Classification ID

Applications of statistics to actuarial sciences and financial mathematics (62P05) Monte Carlo methods (65C05)

Related Items (1)

Some problems for Clark's model. I. Estimating the non-ruin probability for an insurance company

This page was built for publication: Application of statistical modelling methods for finding the non-ruin probability in the classical insurance model. II.

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2896631)