RUIN PROBABILITY FOR CORRELATED POISSON CLAIM COUNT AND GAMMA (m) RISK PROCESS (Q2967837)
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English | RUIN PROBABILITY FOR CORRELATED POISSON CLAIM COUNT AND GAMMA (m) RISK PROCESS |
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RUIN PROBABILITY FOR CORRELATED POISSON CLAIM COUNT AND GAMMA (m) RISK PROCESS (English)
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2 March 2017
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claim counts
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claim sizes
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ultimate ruin probability
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Wiener-Hopf factorization
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