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Application of regenerative processes approach for the approximation of the ruin probability in a bivariate classical risk model with large claims.
Safia Hocine
Djamil Aïssani
Aïcha Bareche
Zina Benouaret
Published in:
Int. J. Math. Oper. Res. (2023)
Keyphrases
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experimental data
probability distribution
probabilistic model
management system
risk assessment
bayesian networks
cost function
theoretical analysis
probability model
stochastic processes
formal model
closed form
mathematical model
theoretical framework
neural network
similarity measure
high level