A new class of large claim size distributions: definition, properties, and ruin theory
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Publication:888489
DOI10.3150/14-BEJ651zbMath1362.60007arXiv1307.6149OpenAlexW3105191320MaRDI QIDQ888489
Jochen Blath, Sergej Beck, Michael K. R. Scheutzow
Publication date: 30 October 2015
Published in: Bernoulli (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1307.6149
Infinitely divisible distributions; stable distributions (60E07) Extreme value theory; extremal stochastic processes (60G70) Probability distributions: general theory (60E05)
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