A stochastic approach to insurance cycles (Q1205677)

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A stochastic approach to insurance cycles
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    A stochastic approach to insurance cycles (English)
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    1 April 1993
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    path integral
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    insurance cycles
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    solvency of insurers
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    equalization reserves
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    underwriting cycles
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    analytical expressions for solvency margins
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    effects of pure solvency
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    effect of cyclic behavior
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