Entropy, a useful concept in risk theory
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Publication:3795116
DOI10.1080/03461238.1986.10413808zbMath0649.62098OpenAlexW2145813002MaRDI QIDQ3795116
Publication date: 1986
Published in: Scandinavian Actuarial Journal (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/03461238.1986.10413808
life insurancecompound Poisson processrisk theoryentropy estimatespremium calculationLundberg boundentropy function of the claims distributionExponential bounds for ruin probabilitiesmaximal retentionthermodynamical concepts
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