A time-series risk model with constant interest for dependent classes of business (Q997080): Difference between revisions
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scientific article
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English | A time-series risk model with constant interest for dependent classes of business |
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A time-series risk model with constant interest for dependent classes of business (English)
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19 July 2007
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ACBVE
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adjustment coefficient
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Lundberg-type inequality
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multivariate autoregressive model
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net-profit condition
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ruin probability
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