Q3560912 (Q3560912): Difference between revisions
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Revision as of 12:13, 15 February 2024
scientific article
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scientific article |
Statements
17 May 2010
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risk process
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compound Poisson model
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claim size distribution
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subexponential distributions
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level-dependent risk process
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stochastic control
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simulation
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renewal model
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phase-type distributions
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ruin probabilities
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large deviations
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Markovian environment
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queuing models
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diffusion approximations
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