Publication:3667818
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zbMath0518.62085MaRDI QIDQ3667818
Publication date: 1983
asymptotic independence; first passage time; ruin probabilities; entropy estimates; Wald identity; Cramer- Lundberg estimate
62P05: Applications of statistics to actuarial sciences and financial mathematics
60F05: Central limit and other weak theorems
60G50: Sums of independent random variables; random walks
60F10: Large deviations
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