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Large deviations for the stochastic present value of aggregate net claims with infinite variance in the renewal risk model and its application in risk management.
Min Xiao
Sheng Cui
Ruixing Ming
Tao Jiang
Published in:
Clust. Comput. (2018)
Keyphrases
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risk management
risk assessment
decision support system
data sources
bayesian framework
risk analysis
portfolio optimization
case study
probabilistic model
management system
software development
markov chain
monte carlo
risk evaluation