Abstract
The aim of this work is to show, on the basis of numerical examples based on simulation results, how the strong stability bound on ruin probabilities established by Kalashnikov (2000) is affected regarding to different heavy-tailed distributions.
Author supplied keywords
Cite
CITATION STYLE
APA
Bareche, A., Cherfaoui, M., & Aïssani, D. (2015). Quality of the approximation of ruin probabilities regarding to large claims. In Advances in Intelligent Systems and Computing (Vol. 358, pp. 119–126). Springer Verlag. https://doi.org/10.1007/978-3-319-17996-4_11
Register to see more suggestions
Mendeley helps you to discover research relevant for your work.
Already have an account? Sign in
Sign up for free