On the distribution of the claim causing ruin (Q689579): Difference between revisions

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scientific article
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On the distribution of the claim causing ruin
scientific article

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    On the distribution of the claim causing ruin (English)
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    12 December 1993
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    probability of ruin
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    surplus prior to ruin
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    numerical examples
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    tables
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    claim causing ruin
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    compound Poisson process
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    initial surplus
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    discrete time risk model
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    recursive method
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