Asymptotics for a discrete-time risk model with gamma-like insurance risks (Q4575366)
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scientific article; zbMATH DE number 6903555
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| English | Asymptotics for a discrete-time risk model with gamma-like insurance risks |
scientific article; zbMATH DE number 6903555 |
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Asymptotics for a discrete-time risk model with Gamma-like insurance risks (English)
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13 July 2018
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asymptotics
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gamma-like tail
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insurance and financial risks
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finite-time and infinite-time ruin probabilities
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stochastic discounted value of aggregate net losses
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Sarmanov distribution
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0.8839654326438904
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0.8658267855644226
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0.8573644161224365
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0.8521963953971863
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