Ruin estimates under interest force (Q1902621): Difference between revisions

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Ruin estimates under interest force
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    Ruin estimates under interest force (English)
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    22 November 1995
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    interest-rate
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    Lundberg inequality
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    infinite time ruin probabilities
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    compound Poisson process
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    constant premium rate
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    constant interest rate
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    ruin probability
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    approximations
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    bounds
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    zero initial reserve
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    exponential claim sizes
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