Recursive calculation of the probability and severity of ruin (Q1824337)

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Recursive calculation of the probability and severity of ruin
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    Recursive calculation of the probability and severity of ruin (English)
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    1989
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    probability of ruin
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    severity of ruin
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    exponential distributions
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    survival probability
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    collective risk theory
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    claim amount distribution
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    gamma distributions
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    recursive method
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