Estimating a VaR-type ruin measure by Laguerre series expansion in classical compound Poisson risk model (Q6152040)
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scientific article; zbMATH DE number 7803481
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| English | Estimating a VaR-type ruin measure by Laguerre series expansion in classical compound Poisson risk model |
scientific article; zbMATH DE number 7803481 |
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Estimating a VaR-type ruin measure by Laguerre series expansion in classical compound Poisson risk model (English)
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12 February 2024
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VaR-type ruin measure
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Laguerre series expansion
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estimation
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ruin probability
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0.7939367294311523
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0.7746979594230652
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0.7685316801071167
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0.7658533453941345
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0.7654883861541748
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