Ruin probabilities in the mixed claim frequency risk models (Q1718101)
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English | Ruin probabilities in the mixed claim frequency risk models |
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Ruin probabilities in the mixed claim frequency risk models (English)
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8 February 2019
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Summary: We consider two mixed claim frequency risk models. Some important probabilistic properties are obtained by probability-theory methods. Some important results about ruin probabilities are obtained by martingale approach.
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