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Revision as of 23:51, 22 February 2024
scientific article
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English | Approximations for the probability of ruin within finite time |
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Approximations for the probability of ruin within finite time (English)
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1984
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finite time
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normal approximation
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approximations
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probability of ruin
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numerical comparisons
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Poisson
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exponential case
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diffusion approximation
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risk theory
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