Entropy, a useful concept in risk theory (Q3795116)
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English | Entropy, a useful concept in risk theory |
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Entropy, a useful concept in risk theory (English)
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1986
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thermodynamical concepts
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maximal retention
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premium calculation
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compound Poisson process
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Exponential bounds for ruin probabilities
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Lundberg bound
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entropy function of the claims distribution
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life insurance
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entropy estimates
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risk theory
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