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Communications in Statistics - Simulation and Computation Volume 52, 2023 - Issue 11
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Article

Semi-parametric approach for approximating the ruin probability of classical risk models with large claims

Zineb Harfouchea Department of Mathematics, Applied Mathematics Laboratory, (LMA), University of Bejaia, Bejaia, AlgeriaCorrespondence[email protected] [email protected]
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Aicha Barecheb Research Unit LaMOS (Modeling and Optimization of Systems), Faculty of Technology, University of Bejaia, Bejaia, Algeria
Pages 5585-5604 | Received 17 Jul 2021, Accepted 08 Oct 2021, Published online: 26 Oct 2021

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