A new class of large claim size distributions: definition, properties, and ruin theory (Q888489)
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scientific article
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| English | A new class of large claim size distributions: definition, properties, and ruin theory |
scientific article |
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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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0.90333843
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0.8899524
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0.8879552
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