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Moment and polynomial bounds for ruin-related quantities in risk theory - MaRDI portal

Moment and polynomial bounds for ruin-related quantities in risk theory (Q2672152)

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Moment and polynomial bounds for ruin-related quantities in risk theory
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    Moment and polynomial bounds for ruin-related quantities in risk theory (English)
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    8 June 2022
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    risk analysis
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    expected dividends
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    finite-time ruin
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    mathematical programming
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    optimal investment
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