Ruin problems under IBNR dynamics (Q2862435)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Ruin problems under IBNR dynamics |
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Ruin problems under IBNR dynamics (English)
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15 November 2013
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discrete-time risk process
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convex order
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IBNR claims
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large deviations
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martingale
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ultimate ruin probability
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