Determination of the probability of ultimate ruin by maximum entropy applied to fractional moments (Q2513601)
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scientific article; zbMATH DE number 6391837
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| English | Determination of the probability of ultimate ruin by maximum entropy applied to fractional moments |
scientific article; zbMATH DE number 6391837 |
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Determination of the probability of ultimate ruin by maximum entropy applied to fractional moments (English)
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28 January 2015
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ruin problems
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Laplace transform
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moments
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maximum entropy method
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