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Efficient Simulation of Ruin Probabilities When Claims are Mixtures of Heavy and Light Tails

Published Online: 2020-07-27

Published Print: 2021-12

Authors

Albrecher, Hansjörg https://orcid.org/0000-0002-5434-9270
Bladt, Martin

Vatamidou, Eleni
Funding

Funding for this research was provided by:

Schweizerischer Nationalfonds zur Förderung der Wissenschaftlichen Forschung (200021˙168993)
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Text and Data Mining valid from 2020-07-27

Version of Record valid from 2020-07-27
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Article History

Received: 20 January 2020

Revised: 21 May 2020

Accepted: 25 May 2020

First Online: 27 July 2020

Document is current