Simple approximations of ruin probabilities (Q1584513)

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Simple approximations of ruin probabilities
scientific article

    Statements

    title
    Simple approximations of ruin probabilities (English)
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    author
    Jan Grandell
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    publication date
    18 February 2001
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    zbMATH Keywords
    ruin probability
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    de Vylder approximation
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    Identifiers

    Mathematics Subject Classification ID
    62P05
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    62E17
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    91B30
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    zbMATH DE Number
    1525139
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