Asymptotic finite-time ruin probabilitie
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Romain Biard; Claude Lefèvre; Stéphane Loisel; Haikady N. Nagaraja
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Article
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2010
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John Wiley and Sons
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English
⚖ 497 KB
👁 2 views
In the compound Poisson risk model, several strong hypotheses may be found too restrictive to describe accurately the evolution of the reserves of an insurance company. This is especially true for a company that faces natural disaster risks like earthquake or flooding. For such risks, claim amounts