Estimating Ruin Probability in an Insurance Risk Model Using the Wang-PH Transform Through Claim Simulation
The accurate estimation of ruin probability is a fundamental challenge in non-life insurance, impacting financial stability, risk management strategies, and operational decisions. This study aims to propose an approach for estimating ruin probability using claim simulation enhanced by the Wang-PH tr...
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| Main Authors: | , |
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| Format: | Article |
| Language: | English |
| Published: |
Ital Publication
2025-02-01
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| Series: | Emerging Science Journal |
| Subjects: | |
| Online Access: | https://ijournalse.org/index.php/ESJ/article/view/2515 |
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