Approximation of the ultimate ruin probability in the classical risk model using Erlang mixtures (Q1707042)

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Approximation of the ultimate ruin probability in the classical risk model using Erlang mixtures
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    Approximation of the ultimate ruin probability in the classical risk model using Erlang mixtures (English)
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    28 March 2018
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    ultimate ruin probability
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    Erlang mixture distribution
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    continuous empirical distribution
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    risk process
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    classical risk model
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