Monte Carlo approach to insurance ruin problems using conjugate processes
Document title: Monte Carlo approach to insurance ruin problems using conjugate processes
Journal: Morfismos
Database: PERIÓDICA
System number: 000193516
Authors: 1
Institutions: 1Universidad Autónoma Metropolitana, Departamento de Sistemas, Azcapotzalco, Distrito Federal. México
Year:
Season: Dic
Volumen: 5
Number: 2
Pages: 37-50
Country: México
Language: Inglés
Document type: Artículo
Approach: Analítico
Disciplines: Matemáticas
Keyword: Matemáticas aplicadas,
Matemáticas puras,
Seguros,
Teoría de riesgos,
Procesos conjugados,
Monte Carlo,
Probabilidad de ruina,
Identidad de Wald
Keyword: Mathematics,
Applied mathematics,
Pure mathematics,
Insurance,
Risk theory,
Conjugate processes,
Monte Carlo,
Ruin probability,
Wald identity
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