Strong stability in a two-dimensional classical risk model with independent claims
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Publication:3077752
DOI10.1080/03461230802673805zbMath1224.91044OpenAlexW2142693061MaRDI QIDQ3077752
Publication date: 22 February 2011
Published in: Scandinavian Actuarial Journal (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/03461230802673805
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Related Items (7)
SIMPLE CONTINUITY INEQUALITIES FOR RUIN PROBABILITY IN THE CLASSICAL RISK MODEL ⋮ Nonparametric estimation of the claim amount in the strong stability analysis of the classical risk model ⋮ Sensitivity of the stability bound for ruin probabilities to claim distributions ⋮ Asymmetric kernel method in the study of strong stability of the PH/M/1 queuing system ⋮ Semi-parametric approach for approximating the ruin probability of classical risk models with large claims ⋮ Continuity inequalities for multidimensional renewal risk models ⋮ Note on stability of the ruin time density in a Sparre Andersen risk model with exponential claim sizes
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