Sharp approximations of ruin probabilities in the discrete time models
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Publication:2868613
DOI10.1080/03461238.2011.618761zbMath1291.91107OpenAlexW2011521230MaRDI QIDQ2868613
Publication date: 17 December 2013
Published in: Scandinavian Actuarial Journal (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/03461238.2011.618761
approximationsSolvency IIruin probabilitiesdiscrete-time risk modelsrisk management based on internal modelsintegral operator generated by a risk processtheory of fixed points
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Cites Work
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