Second order behaviour of ruin probabilities in the case of large claims (Q882874)

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Second order behaviour of ruin probabilities in the case of large claims
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    Second order behaviour of ruin probabilities in the case of large claims (English)
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    24 May 2007
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    Insurance risk
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    Poisson model
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    Ruin probability
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    Subexponential distributions
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    Integrated tail
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