Published July 29, 2026
| Version 1.1.0
Software
Open
Reproducibility software for "Calendar-time ruin across horizons with Mittag–Leffler renewals and infinite-mean claims"
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
Files
(522.9 kB)
| Name | Size | Download all |
|---|---|---|
|
md5:ff7e5d61526e2042f5ff7c670d21d069
|
522.9 kB | Preview Download |