A remark on the moments of ruin time in classical risk theory (Q809532): Difference between revisions

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Property / author: Freddy Delbaen / rank
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Property / author: Freddy Delbaen / rank
 
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Property / full work available at URL: https://doi.org/10.1016/0167-6687(90)90023-7 / rank
 
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Property / OpenAlex ID: W2018297446 / rank
 
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Latest revision as of 09:05, 24 June 2024

scientific article
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English
A remark on the moments of ruin time in classical risk theory
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    A remark on the moments of ruin time in classical risk theory (English)
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    1990
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    p th moment of the ruin time
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    classical risk process
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    \((p+1)th\) moment of the claim size
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    law of large numbers
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    fractional derivatives in Laplace transforms
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    compound Poisson process
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