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Semi-parametric approach for approximating the ruin probability of classical risk models with large claims.

Zineb HarfoucheAïcha Bareche
Published in: Commun. Stat. Simul. Comput. (2023)
Keyphrases
  • semi parametric
  • probabilistic model
  • data sets
  • machine learning
  • genetic algorithm
  • feature vectors
  • least squares
  • model selection
  • outlier detection
  • closed form