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

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Serval ID
serval:BIB_9F421B24061F
Type
Article: article from journal or magazin.
Collection
Publications
Institution
Title
Efficient simulation of ruin probabilities when claims are mixtures of heavy and light tails
Journal
Methodology and Computing in Applied Probability
Author(s)
Albrecher H., Bladt M., Vatamidou E.
ISSN
1387-5841
Publication state
Published
Issued date
2021
Peer-reviewed
Oui
Volume
23
Pages
1237-1255
Language
english
Create date
24/05/2020 17:28
Last modification date
06/11/2021 6:37
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