Estimation of ruin probability for heavy-tailed and light-tailed distribution in medical insurance /
Project Paper (Sarjana Muda Sains (Matematik Industri)) - Universiti Teknologi Malaysia, 2016
Main Authors: | Syahirah Saupi, 1994-, Arifah Bahar, supervisor, Fakulti Sains |
---|---|
Format: | |
Language: | eng |
Published: |
Johor Bahru, Johor : Universiti Teknologi Malaysia,
2016
|
Similar Items
-
Ruin probability of insurer in a discrete time setting with heavy-tailed insurance and financial risks
by: Seah, Xin Hui
Published: (2019) -
Ruin Probabilities in a Dependent Discrete-Time Risk Model With Gamma-Like Tailed Insurance Risks
by: Xing-Fang Huang, et al.
Published: (2017-03-01) -
Rare Probability Estimation under Regularly Varying Heavy Tails
by: Ohannessian, Mesrob I., et al.
Published: (2015) -
Second order corrections for the limits of normalized ruin times in the presence of heavy tails
by: Dominik Kortschak, et al.
Published: (2014-01-01) -
Heavy-Tailed Probability Distributions: Some Examples of Their Appearance
by: Lev B. Klebanov, et al.
Published: (2023-07-01)