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Revision as of 19:04, 10 February 2024
scientific article
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English | Accumulated claims and collective risk in insurance: Higher order asymptotic approximations |
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Accumulated claims and collective risk in insurance: Higher order asymptotic approximations (English)
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1985
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risk theory
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Edgeworth expansion
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Lundberg model
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reserves
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higher order asymptotic expression
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Berry-Esséen approach
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probability of ruin
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