Bounds for the probability and severity of ruin in the Sparre Andersen model (Q2485542)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Bounds for the probability and severity of ruin in the Sparre Andersen model |
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Statements
Bounds for the probability and severity of ruin in the Sparre Andersen model (English)
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5 August 2005
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Sparre Andersen model
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Ruin probability
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Severity of ruin
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