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Hansjörg Albrecher, Martin Bladt, Eleni Vatamidou et al.

Efficient Simulation of Ruin Probabilities When Claims are Mixtures of Heavy and Light Tails

Published in: Methodology and computing in applied probability 27.7.2020

Title

Efficient Simulation of Ruin Probabilities When Claims are Mixtures of Heavy and Light Tails

Involved 

Hansjörg Albrecher (Verfasser)
Martin Bladt (Verfasser)
Eleni Vatamidou (Verfasser)
SpringerLink (Online service) (Sonstige)

Published in

Methodology and computing in applied probability 27.7.2020, Seite 1-19

Published

2020

Language

Englisch

Country

Deutschland

Topic

Wirtschaft

Subject

Statistics, general.
Life Sciences, general.
Electrical Engineering.
Economics, general.
Business and Management, general.

Persistent identifier

urn:nbn:de:101:1-2020092020104351548566 (URN)
10.1007/s11009-020-09799-6 (DOI)

Record ID

1217998640
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