Approximation of the equilibrium distribution via extreme value theory: an application to insurance risk (Q2241622)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Approximation of the equilibrium distribution via extreme value theory: an application to insurance risk |
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Approximation of the equilibrium distribution via extreme value theory: an application to insurance risk (English)
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9 November 2021
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extreme value theory
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Pareto tail
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integrated tail
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equilibrium distribution
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classical risk process
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estimated ruin probability
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