A note on the Taylor series expansions for multivariate characteristics of classical risk processes (Q1962815)
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English | A note on the Taylor series expansions for multivariate characteristics of classical risk processes |
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A note on the Taylor series expansions for multivariate characteristics of classical risk processes (English)
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27 January 2004
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finite time ruin probability
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surplus prior to ruin
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severity of ruin
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series expansion
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recursive methods
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