• Title of article

    Sensitivity analysis on ruin probabilities with heavy-tailed claims

  • Author/Authors

    Gary K.C. Chan، نويسنده , , Hailiang Yang، نويسنده ,

  • Issue Information
    روزنامه با شماره پیاپی سال 2005
  • Pages
    5
  • From page
    59
  • To page
    63
  • Keywords
    Heavy-tailed distribution , Ruin probability , Sensitivity analysis , Pollaczek–Khinchin Formula , Insurance risk models
  • Journal title
    Statistical Methodology
  • Serial Year
    2005
  • Journal title
    Statistical Methodology
  • Record number

    292920

    • Link To Document
    https://search.isc.ac/dl/search/defaultta.aspx?DTC=10&DC=292920