A collective risk comparative study
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Publication:1082026
DOI10.1016/0167-6687(87)90007-2zbMath0602.62095MaRDI QIDQ1082026
John A. Beekman, Clinton P. Fuelling
Publication date: 1987
Published in: Insurance Mathematics \& Economics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/0167-6687(87)90007-2
compound Poisson process; convolution method; collective risk comparative study; incomplete gamma function method; Infinite time ruin probabilities; inverse Gaussian method; real-life example
62P05: Applications of statistics to actuarial sciences and financial mathematics
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