Simulating ruin probabilities in insurance risk processes with subexponential claims

N.K. Boots, P. Shahabuddin

    Research output: Chapter in Book / Report / Conference proceedingConference contributionAcademic

    Original languageEnglish
    Title of host publicationProceedings Winter Simulation Conference
    EditorsB.A. Peters, J.S. Smith, D.J. Medeiros, M.W. Rohrer
    Publication statusPublished - 2001
    EventWinter Simulation Conference -
    Duration: 1 Jan 20011 Jan 2001

    Conference

    ConferenceWinter Simulation Conference
    Period1/01/011/01/01

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