Risk Theory
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Publication:5349337
DOI10.1142/10523zbMath1414.91001OpenAlexW4234482062MaRDI QIDQ5349337
Publication date: 24 August 2017
Full work available at URL: https://doi.org/10.1142/10523
ruin probabilitysubexponentialityCramér conditionrisk theorySparre-Andersen risk modelheavy tail distributionsrenewal modelscoumpound Poisson distribution
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