On the probability of ruin for infinitely divisible claim amount distributions (Q1205684): Difference between revisions

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Revision as of 02:32, 5 March 2024

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On the probability of ruin for infinitely divisible claim amount distributions
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    On the probability of ruin for infinitely divisible claim amount distributions (English)
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    1 April 1993
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    stop-loss
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    gamma distribution
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    gamma process
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    claim amount distribution
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    two parameter family of infinitely divisible distributions
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    inverse Gaussian distribution
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    probability of ruin
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