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 of the 2001 Winter Simulation Conference
Editors	B.A Peters, J.S. Smith, D.J. Medeiros, M.W. Rohrer
Place of Publication	Pisataway NJ/USA
Publisher	IEEE Press
Pages	468-476
Number of pages	8
Publication status	Published - 2001

Persistent URL (handle)

@inproceedings{40ee9c320fe048008400dbe50b45a16c,

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

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

year = "2001",

language = "English",

pages = "468--476",

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

booktitle = "Proceedings of the 2001 Winter Simulation Conference",

publisher = "IEEE Press",

}

Simulating ruin probabilities in insurance risk processes with subexponential claims. / Boots, N.K.; Shahabuddin, P.
Proceedings of the 2001 Winter Simulation Conference. ed. / B.A Peters; J.S. Smith; D.J. Medeiros; M.W. Rohrer. Pisataway NJ/USA: IEEE Press, 2001. p. 468-476.

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

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

SP - 468

EP - 476

BT - Proceedings of the 2001 Winter Simulation Conference

A2 - Peters, B.A

A2 - Smith, J.S.

A2 - Medeiros, D.J.

A2 - Rohrer, M.W.

PB - IEEE Press

CY - Pisataway NJ/USA

ER -