Simulation of ruin probabilities
- 1 September 1990
- journal article
- Published by Elsevier BV in Insurance: Mathematics and Economics
- Vol. 9 (2-3), 95-99
- https://doi.org/10.1016/0167-6687(90)90020-e
Abstract
No abstract availableKeywords
This publication has 2 references indexed in Scilit:
- Delay in claim settlementInsurance: Mathematics and Economics, 1989
- A martingale approach to premium calculation principles in an arbitrage free marketInsurance: Mathematics and Economics, 1989