Application of the Kolmogorov-Hájek-Rényi inequality for estimation of the non-ruin probability of an insurance company working in the \((B,S)\)-market (Q2896602)
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scientific article; zbMATH DE number 6056362
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| English | Application of the Kolmogorov-Hájek-Rényi inequality for estimation of the non-ruin probability of an insurance company working in the \((B,S)\)-market |
scientific article; zbMATH DE number 6056362 |
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16 July 2012
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Cramér-Lundberg model
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arbitrage-free
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Application of the Kolmogorov-Hájek-Rényi inequality for estimation of the non-ruin probability of an insurance company working in the \((B,S)\)-market (English)
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0.8122226595878601
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0.794295608997345
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0.7822836637496948
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