The adjustment function in ruin estimates under interest force (Q1381145): Difference between revisions
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Property / author: Bjoern Sundt / rank | |||
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Property / author: Bjoern Sundt / rank | |||
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Property / MaRDI profile type: MaRDI publication profile / rank | |||
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Property / cites work: Approximations for compound Poisson and Pólya processes / rank | |||
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Property / cites work: Q3935355 / rank | |||
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Property / cites work: Ruin estimates under interest force / rank | |||
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Property / cites work: Approximations for stop-loss premiums / rank | |||
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Property / full work available at URL: https://doi.org/10.1016/s0167-6687(96)00012-1 / rank | |||
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Property / OpenAlex ID: W2034288119 / rank | |||
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Property / Wikidata QID: Q127663576 / rank | |||
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Latest revision as of 09:48, 31 July 2024
scientific article
Language | Label | Description | Also known as |
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English | The adjustment function in ruin estimates under interest force |
scientific article |
Statements
The adjustment function in ruin estimates under interest force (English)
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22 April 1999
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interest rate
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Lundberg inequality
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adjustment function
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ruin probabilities
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compound Poisson process
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