A new class of large claim size distributions: definition, properties, and ruin theory (Q888489)

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    A new class of large claim size distributions: definition, properties, and ruin theory
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      A new class of large claim size distributions: definition, properties, and ruin theory (English)
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      30 October 2015
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      heavy-tailed distributions
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      random walks
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      ruin theory
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      subexponential distribution
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