The total claims distribution under inflationary conditions (Q4729222)

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scientific article; zbMATH DE number 4113820
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The total claims distribution under inflationary conditions
scientific article; zbMATH DE number 4113820

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    The total claims distribution under inflationary conditions (English)
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    1989
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    shot noise process
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    order statistic property
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    compound distribution
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    total claims distribution
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    time dependent claim amounts
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    mixed Poisson claim number processes
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    inflation
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    exponential claim sizes
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    regular variation of the tail
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