Risk processes with dependence and premium adjusted to solvency targets (Q2391937)
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scientific article; zbMATH DE number 6195111
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| English | Risk processes with dependence and premium adjusted to solvency targets |
scientific article; zbMATH DE number 6195111 |
Statements
Risk processes with dependence and premium adjusted to solvency targets (English)
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5 August 2013
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Lundberg upper bound
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martingalizing premium rate
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general risk process
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0.8417768478393555
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0.8289808034896851
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0.8208786845207214
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0.8178042769432068
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0.8174510598182678
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