E. Vatamidou

Discipline

Economies et finances (2)

Type de document

Co-auteur

H. Albrecher

M. Bladt

Date

Source

Serveur académique Lausannois (2)

Mot-clé

Claims (2) Probabilities (2) Claims (2) simulation (1) lumière (1) Mixtures (1) Light (1) Models (1)

Documents écrit par E. Vatamidou (2) | parle de E. Vatamidou (0)

Efficient simulation of ruin probabilities when claims are mixtures of heavy and light tails

H. Albrecher et al. (2021)

Ruin probability approximations in Sparre Andersen models with completely monotone claims

H. Albrecher et al. (2019)