In the compound Poisson risk model, several strong hypotheses may be found too restrictive to describe accurately the evolution of the reserves of an insurance company. This is especially true for a company that faces natural disaster risks like earthquake or flooding. For such risks, claim amounts
β¦ LIBER β¦
Calculation of ruin probabilities for a dense class of heavy tailed distributions
β Scribed by Bladt, Mogens; Nielsen, Bo Friis; Samorodnitsky, Gennady
- Book ID
- 125533891
- Publisher
- Taylor and Francis Group
- Year
- 2014
- Tongue
- English
- Weight
- 261 KB
- Volume
- 2015
- Category
- Article
- ISSN
- 0346-1238
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