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A Practical Algorithm for Approximating the Probability of Ruin
Approximating the Probability of Ruin This paper presents an algorithm for approximating the probability of ruin ... model an aggregate claims process. Catastrophic risk;Risk theory; 2595 10/1/1992 12:00:00 AM ...- Authors: Colin M Ramsay
- Date: Oct 1992
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Transactions of the SOA
- Topics: Enterprise Risk Management>Risk measurement - ERM; Modeling & Statistical Methods