Published July 29, 2026 | Version 1.1.0

Reproducibility software for "Calendar-time ruin across horizons with Mittag–Leffler renewals and infinite-mean claims"

Authors/Creators

  • 1. Faculty of Economics and Business, University of Groningen

Description

Reproducibility software for the all-time ruin asymptotics of a Sparre–Andersen process with Mittag–Leffler interarrival times and claim sizes. The package contains the numerical functions, parameter grid, formula checks, sampler validation, near-critical experiments, saved machine-readable results, tests, and environment requirements used to generate and verify the paper's figures and asymptotic comparisons. Version 1.1.0 adds the all-horizon relative-deviation heatmap, a direct finite-reserve first-passage experiment for the conditional ruin-time and deficit laws, simultaneous 95% DKW envelopes for the conditional-law diagnostics, and an explicit CC BY 4.0 licence notice.

Files

Wei_Zhu_JAP_Mittag_Leffler_Ruin_Zenodo_v1.1.0.zip

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