Impact of the stability bound choice on the approximation of ruin probabilities

zbMath1354.91056MaRDI QIDQ505603

Mouloud Cherfaoui, Aicha Bereche, Djamil Aissani

Publication date: 26 January 2017

Published in: Afrika Statistika (Search for Journal in Brave)

Full work available at URL: https://projecteuclid.org/euclid.as/1484881311

zbMATH Keywords

simulationperturbationruin probabilitystrong stabilityrisk modellarge claim

Mathematics Subject Classification ID

Applications of statistics to actuarial sciences and financial mathematics (62P05) Statistics of extreme values; tail inference (62G32) Queueing theory (aspects of probability theory) (60K25)

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