An insensitivity property of the ruin probability (Q4728071): Difference between revisions

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scientific article; zbMATH DE number 4003318
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English
An insensitivity property of the ruin probability
scientific article; zbMATH DE number 4003318

    Statements

    An insensitivity property of the ruin probability (English)
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    1985
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    classical ruin probability problem
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    stationary point process
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    invariance property
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    probability of ruin
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    risk theory
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