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Quality of the Approximation of Ruin Probabilities Regarding to Large Claims

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Advanced Computational Methods for Knowledge Engineering

Part of the book series: Advances in Intelligent Systems and Computing ((AISC,volume 358))

Abstract

The aim of this work is to show, on the basis of numerical examples based on simulation results, how the strong stability bound on ruin probabilities established by Kalashnikov (2000) is affected regarding to different heavy-tailed distributions.

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References

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Author information

Authors and Affiliations

  1. Research Unit LaMOS (Modeling and Optimization of Systems), Faculty of Technology, University of Bejaia, 06000, Bejaia, Algeria

    Aicha Bareche, Mouloud Cherfaoui & Djamil Aïssani

Authors
  1. Aicha Bareche
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  2. Mouloud Cherfaoui
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  3. Djamil Aïssani
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Corresponding author

Correspondence to Aicha Bareche .

Editor information

Editors and Affiliations

  1. LITA - UFR MIM, University of Lorraine – Metz, Metz, France

    Hoai An Le Thi

  2. Institute of Informatics & Wrocław University of Technology, Wrocław, Poland

    Ngoc Thanh Nguyen

  3. Department of Networked Systems and Services, Budapest University of Technology and Economics, Budapest, Hungary

    Tien Van Do

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© 2015 Springer International Publishing Switzerland

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Bareche, A., Cherfaoui, M., Aïssani, D. (2015). Quality of the Approximation of Ruin Probabilities Regarding to Large Claims. In: Le Thi, H., Nguyen, N., Do, T. (eds) Advanced Computational Methods for Knowledge Engineering. Advances in Intelligent Systems and Computing, vol 358. Springer, Cham. https://doi.org/10.1007/978-3-319-17996-4_11

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  • DOI: https://doi.org/10.1007/978-3-319-17996-4_11

  • Publisher Name: Springer, Cham

  • Print ISBN: 978-3-319-17995-7

  • Online ISBN: 978-3-319-17996-4

  • eBook Packages: EngineeringEngineering (R0)

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