Non-Poissonian claims' arrivals and calculation of the probability of ruin (Q1265923)

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Non-Poissonian claims' arrivals and calculation of the probability of ruin
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    Non-Poissonian claims' arrivals and calculation of the probability of ruin (English)
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    1998
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    Andersen's model
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    heavy-tailed interclaim distributions
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    ruin probabilities
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    simulation
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    collective risk
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    non-Poissonian claims arrival processes
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    importance sampling
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