Tail asymptotic for discounted aggregate claims with one-sided linear dependence and general investment return (Q2423856)
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English | Tail asymptotic for discounted aggregate claims with one-sided linear dependence and general investment return |
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Tail asymptotic for discounted aggregate claims with one-sided linear dependence and general investment return (English)
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20 June 2019
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Poisson risk model
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tail probability
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one-sided linear process
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heavy-tailed distribution
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asymptotic upper bound
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investment return
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