𝔖 Bobbio Scriptorium
✦   LIBER   ✦

The Finite Time Ruin Probability with the Same Heavy-tailed Insurance and Financial Risks

✍ Scribed by Yi-qing Chen; Xiang-sheng Xie

Publisher
Institute of Applied Mathematics, Chinese Academy of Sciences and Chinese Mathematical Society
Year
2005
Tongue
English
Weight
358 KB
Volume
21
Category
Article
ISSN
0168-9673

No coin nor oath required. For personal study only.

πŸ“œ SIMILAR VOLUMES

Asymptotics for the ruin probabilities o
Asymptotics for the ruin probabilities of a two-dimensional renewal risk model with heavy-tailed claims
✍ Yiqing Chen; Kam C. Yuen; Kai W. Ng πŸ“‚ Article πŸ“… 2010 πŸ› John Wiley and Sons 🌐 English βš– 147 KB πŸ‘ 2 views

In this paper, we consider two dependent classes of insurance business with heavy-tailed claims. The dependence comes from the assumption that claim arrivals of the two classes are governed by a common renewal counting process. We study two types of ruin in the two-dimensional framework. For each ty

092043 (M54, M13) Simulation algorithms
092043 (M54, M13) Simulation algorithms for insurance risk models with heavy tails : Asmussen S., Binswanger K., Hojgaard B., Presented at the International Workshop on The Interplay between Insurance, Finance and Control, organized by the Mathematical Research Centre at Aarhus University, also supported by the Danish Science Research Council and the Centre for Analytical Finance
πŸ“‚ Article πŸ“… 1997 πŸ› Elsevier Science 🌐 English βš– 90 KB