On finite-time ruin probabilities for classical risk models (Q3608235): Difference between revisions

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Latest revision as of 02:09, 29 June 2024

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On finite-time ruin probabilities for classical risk models
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    On finite-time ruin probabilities for classical risk models (English)
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    28 February 2009
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    ruin probability
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    finite and infinite horizon
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    compound binomial model
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    compound Poisson model
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    ballot theorem
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    pseudo-distributions
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    Solvency II
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    value-at-risk
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