On finite-time ruin probabilities for classical risk models (Q3608235): Difference between revisions
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On finite-time ruin probabilities for classical risk models |
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On finite-time ruin probabilities for classical risk models (English)
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28 February 2009
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ruin probability
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finite and infinite horizon
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compound binomial model
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compound Poisson model
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ballot theorem
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pseudo-distributions
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Solvency II
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value-at-risk
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