eduzhai > Physical Sciences > Physics Sciences >

Comparison of Ruin Probabilities in Compound Poisson Risk Model

  • Save

... pages left unread,continue reading

Document pages: 7 pages

Abstract: Compound Poisson risk model has been simulated. It has started with exponential claimsizes. The simulations have checked for infinite ruin probabilities. Anappropriate time window has been chosen to estimate and compare ruin probabilities.The infinite ruin probabilities of two-compound Poisson risk process have estimated andcompared them with standard theoretical results.

Please select stars to rate!


0 comments Sign in to leave a comment.

    Data loading, please wait...