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Two-Sided Bounds for the Finite Time Probability of Ruin - MaRDI portal

Two-Sided Bounds for the Finite Time Probability of Ruin (Q2703235)

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Two-Sided Bounds for the Finite Time Probability of Ruin
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    Two-Sided Bounds for the Finite Time Probability of Ruin (English)
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    1 March 2001
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    \(B\)-splines
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    Dirichlet distribution
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    ruin probability
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    risk reserve process
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