Sensitivity analysis on ruin probabilities with heavy-tailed claims

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

روزنامه با شماره پیاپی سال 2005

5

59

63

Heavy-tailed distribution , Ruin probability , Sensitivity analysis , Pollaczek–Khinchin Formula , Insurance risk models

Statistical Methodology

2005

Statistical Methodology

292920