A note on limiting distribution for jumps of Lévy insurance risk model (Q744595)
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scientific article; zbMATH DE number 6347766
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| English | A note on limiting distribution for jumps of Lévy insurance risk model |
scientific article; zbMATH DE number 6347766 |
Statements
A note on limiting distribution for jumps of Lévy insurance risk model (English)
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25 September 2014
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Lévy insurance risk process
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non-Cramér condition
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log-normal processes
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convolution equivalent distributions
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quintuple law
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0.88603497
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0.8860096
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0.88391733
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0.88139033
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0.87945807
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0.87763095
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0.8767284
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0.87583804
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0.8756635
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