On the adjustment coefficient, drawdowns and Lundberg-type bounds for random walk (Q2389601)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On the adjustment coefficient, drawdowns and Lundberg-type bounds for random walk |
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Statements
On the adjustment coefficient, drawdowns and Lundberg-type bounds for random walk (English)
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17 July 2009
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Calmar ratio
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Crámer-Lundberg
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drawdown
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random walk
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Skorokhod embeddings
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