FINITE HORIZON RUIN PROBABILITIES FOR RANDOM WALKS WITH HEAVY TAILED INCREMENTS (Q2845132)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | FINITE HORIZON RUIN PROBABILITIES FOR RANDOM WALKS WITH HEAVY TAILED INCREMENTS |
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FINITE HORIZON RUIN PROBABILITIES FOR RANDOM WALKS WITH HEAVY TAILED INCREMENTS (English)
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22 August 2013
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finite horizon ruin probabilities
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diffusion approximation
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optimal stopping
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