Remarks on a generalized inverse Gaussian type integral with applications (Q2148080)
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| English | Remarks on a generalized inverse Gaussian type integral with applications |
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Remarks on a generalized inverse Gaussian type integral with applications (English)
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21 June 2022
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truncated inverse Gaussian
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generalized inverse Gaussian cumulative distribution function
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size-biased esscher transform
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mixed Poisson distribution
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tail value-at-risk (TVaR)
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finite-time ruin probabilities
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