Approximation of the ruin probability using the scaled Laplace transform inversion (Q668180)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Approximation of the ruin probability using the scaled Laplace transform inversion |
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Approximation of the ruin probability using the scaled Laplace transform inversion (English)
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18 March 2019
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classical risk model
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ruin probability
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moment-recovered approximation
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Laplace transform inversion
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uniform rate of approximation
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