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Entropy, a useful concept in risk theory - MaRDI portal

Entropy, a useful concept in risk theory (Q3795116)

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Entropy, a useful concept in risk theory
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    Entropy, a useful concept in risk theory (English)
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    1986
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    thermodynamical concepts
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    maximal retention
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    premium calculation
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    compound Poisson process
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    Exponential bounds for ruin probabilities
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    Lundberg bound
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    entropy function of the claims distribution
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    life insurance
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    entropy estimates
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    risk theory
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