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Sensitivity of the Stability Bound for Ruin Probabilities to Claim Distributions |
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| Authors: | Bareche Aicha Cherfaoui Mouloud |
| Institution: | 1.Research Unit LaMOS (Modeling and Optimization of Systems), University of Bejaia, Bejaia, 06000, Algeria ;2.Department of Mathematics, University of Biskra, Biskra, 07000, Algeria ; |
| Abstract: | Methodology and Computing in Applied Probability - We are interested in the approximation of the ruin probability of a classical risk model using the strong stability method. Particularly, we study... |
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