Risk models with extremal subexponentiality
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Publication:367563
zbMath1272.91065MaRDI QIDQ367563
Publication date: 16 September 2013
Published in: Brazilian Journal of Probability and Statistics (Search for Journal in Brave)
Applications of statistics to actuarial sciences and financial mathematics (62P05) Central limit and other weak theorems (60F05) Probability distributions: general theory (60E05)
Related Items (2)
Sensitivity of the stability bound for ruin probabilities to claim distributions ⋮ Quality of the Approximation of Ruin Probabilities Regarding to Large Claims
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