Ruin estimates under interest force (Q1902621)
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English | Ruin estimates under interest force |
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Ruin estimates under interest force (English)
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22 November 1995
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interest-rate
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Lundberg inequality
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infinite time ruin probabilities
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compound Poisson process
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constant premium rate
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constant interest rate
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ruin probability
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approximations
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bounds
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zero initial reserve
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exponential claim sizes
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