Estimating Ruin Probability in an Insurance Risk Model Using the Wang-PH Transform Through Claim Simulation
The accurate estimation of ruin probability is a fundamental challenge in non-life insurance, impacting financial stability, risk management strategies, and operational decisions. This study aims to propose an approach for estimating ruin probability using claim simulation enhanced by the Wang-PH tr...
| Päätekijät: | , |
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| Aineistotyyppi: | Artikkeli |
| Kieli: | English |
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Ital Publication
2025-02-01
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| Sarja: | Emerging Science Journal |
| Aiheet: | |
| Linkit: | https://ijournalse.org/index.php/ESJ/article/view/2515 |