Estimating the probability of ruin for variable premiums by simulation

F Michaud - ASTIN Bulletin: The Journal of the IAA, 1996 - cambridge.org
There is a duality between the surplus process of classical risk theory and the single-server
queue. It follows that the probability of ruin can be retrieved from a single sample path of the …

ESTIMATING THE PROBABILITY OF RUIN FOR VARIABLE PREMIUMS BY SIMULATION

F MICHAUD - ASTIN BULLETIN, 1996 - cambridge.org
There is a duality between the surplus process of classical risk theory and the single-server
queue. It follows that the probability of ruin can be retrieved from a single sample path of the …

[PDF][PDF] ESTIMATING THE PROBABILITY OF RUIN FOR VARIABLE PREMIUMS BY SIMULATION

F MICHAUD - ASTIN BULLETIN, 1996 - core.ac.uk
There is a duality between the surplus process of classical risk theory and the single-server
queue. It follows that the probability of ruin can be retrieved from a single sample path of the …

Estimating the Probability of Ruin for Variable Premiums by Simulation

F MICHAUD - ASTIN Bulletin, 1996 - poj.peeters-leuven.be
There is a duality between the surplus process of classical risk theory and the single-server
queue. It follows that the probability of rum can be retrieved from a single sample path of the …

[PDF][PDF] ESTIMATING THE PROBABILITY OF RUIN FOR VARIABLE PREMIUMS BY SIMULATION

F MICHAUD - ASTIN BULLETIN, 1996 - scholar.archive.org
There is a duality between the surplus process of classical risk theory and the single-server
queue. It follows that the probability of ruin can be retrieved from a single sample path of the …

Estimating the Probability of Ruin for Variable Premiums by Simulation

F Michaud - ASTIN Bulletin, 1996 - ideas.repec.org
There is a duality between the surplus process of classical risk theory and the single-server
queue. It follows that the probability of ruin can be retrieved from a single sample path of the …

Estimating the Probability of Ruin for Variable Premiums by Simulation

F Michaud - ASTIN Bulletin, 1996 - doc.rero.ch
There is a duality between the surplus process of classical risk theory and the single-server
queue. It follows that the probability of ruin can be retrieved from a single sample path of the …

[PDF][PDF] ESTIMATING THE PROBABILITY OF RUIN FOR VARIABLE PREMIUMS BY SIMULATION

F MICHAUD - ASTIN BULLETIN, 1996 - scholar.archive.org
There is a duality between the surplus process of classical risk theory and the single-server
queue. It follows that the probability of ruin can be retrieved from a single sample path of the …