Approximations for the probability of ruin within finite time (Q3685056): Difference between revisions

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Approximations for the probability of ruin within finite time
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    Approximations for the probability of ruin within finite time (English)
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    1984
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    finite time
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    normal approximation
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    approximations
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    probability of ruin
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    numerical comparisons
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    Poisson
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    exponential case
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    diffusion approximation
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    risk theory
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