Using importance sampling we give an asymptotic efficient simulation law for risk processes with delayed claims
Simulating the ruin probability of risk processes with delay in claim settlement
Torrisi GL
2004
Abstract
Using importance sampling we give an asymptotic efficient simulation law for risk processes with delayed claimsFile in questo prodotto:
Non ci sono file associati a questo prodotto.
I documenti in IRIS sono protetti da copyright e tutti i diritti sono riservati, salvo diversa indicazione.
