Remarks on a generalized inverse Gaussian type integral with applications
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Publication:2148080
DOI10.1016/j.amc.2022.127302OpenAlexW4281658118WikidataQ114210831 ScholiaQ114210831MaRDI QIDQ2148080
Jae-Kyung Woo, Gordon E. Willmot
Publication date: 21 June 2022
Published in: Applied Mathematics and Computation (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.amc.2022.127302
mixed Poisson distributiontail value-at-risk (TVaR)finite-time ruin probabilitiesgeneralized inverse Gaussian cumulative distribution functionsize-biased esscher transformtruncated inverse Gaussian
Mathematical economics (91Bxx) Applications of statistics (62Pxx) Statistical distribution theory (62Exx)
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