Simulating ruin probabilities in insurance risk processes with subexponential claims

N.K. Boots, P. Shahabuddin

Research output: Chapter in Book / Report / Conference proceeding › Conference contribution › Academic

Original language	English
Title of host publication	Proceedings Winter Simulation Conference
Editors	B.A. Peters, J.S. Smith, D.J. Medeiros, M.W. Rohrer
Publication status	Published - 2001
Event	Winter Simulation Conference - Duration: 1 Jan 2001 → 1 Jan 2001

Conference	Winter Simulation Conference
Period	1/01/01 → 1/01/01

Cite this

@inproceedings{5d549aded539444d813b2c04ee21b61f,

title = "Simulating ruin probabilities in insurance risk processes with subexponential claims",

author = "N.K. Boots and P. Shahabuddin",

year = "2001",

language = "English",

editor = "B.A. Peters and J.S. Smith and D.J. Medeiros and M.W. Rohrer",

booktitle = "Proceedings Winter Simulation Conference",

note = "Winter Simulation Conference ; Conference date: 01-01-2001 Through 01-01-2001",

}

TY - GEN

T1 - Simulating ruin probabilities in insurance risk processes with subexponential claims

AU - Boots, N.K.

AU - Shahabuddin, P.

PY - 2001

Y1 - 2001

M3 - Conference contribution

BT - Proceedings Winter Simulation Conference

A2 - Peters, B.A.

A2 - Smith, J.S.

A2 - Medeiros, D.J.

A2 - Rohrer, M.W.

T2 - Winter Simulation Conference

Y2 - 1 January 2001 through 1 January 2001

ER -