Approximations for compound Poisson and Pólya processes (Q3696357)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Approximations for compound Poisson and Pólya processes |
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Approximations for compound Poisson and Pólya processes (English)
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1985
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ruin theory
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compound Poisson processes
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asymptotic expansions
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portfolio
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Pólya process
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asymptotic saddle-point expansions
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Esscher approximation
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