Sensitivity analysis on ruin probabilities with heavy-tailed claims (Q713634)
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scientific article; zbMATH DE number 6095710
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| English | Sensitivity analysis on ruin probabilities with heavy-tailed claims |
scientific article; zbMATH DE number 6095710 |
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Sensitivity analysis on ruin probabilities with heavy-tailed claims (English)
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19 October 2012
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insurance risk models
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heavy-tailed distribution
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ruin probability
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sensitivity analysis
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Pollaczek-Khinchin formula
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