Taylor-series expansion for multivariate characteristics of classical risk processes
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Publication:1921977
DOI10.1016/0167-6687(95)00013-5zbMath0855.62094OpenAlexW2090670746MaRDI QIDQ1921977
Publication date: 2 February 1997
Published in: Insurance Mathematics \& Economics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/0167-6687(95)00013-5
derivativesTaylor seriesfinite timeseverity of ruinruin timesurplus prior to ruinmarked Poisson processesinfinite timecompound Poisson inputcontinuous-time risk modelinfinite-horizon joint probabilities
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A note on expansion for functionals of spatial marked point processes ⋮ A note on the Taylor series expansions for multivariate characteristics of classical risk processes ⋮ Calculating multivariate ruin probabilities via Gaver-Stehfest inversion technique ⋮ Practical approximations for multivariate characteristics of risk processes ⋮ Expansion formulae for characteristics of cumulative cost in finite horizon production models
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