THE EFFICIENT COMPUTATION AND THE SENSITIVITY ANALYSIS OF FINITE-TIME RUIN PROBABILITIES AND THE ESTIMATION OF RISK-BASED REGULATORY CAPITAL

Publisher： Cambridge University Press

E-ISSN： 1783-1350|46|2|431-467

ISSN： 0515-0361

Source： ASTIN Bulletin, Vol.46, Iss.2, 2016-03, pp. : 431-467

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