On variational bounds in the compound Poisson approximation of the individual risk model
Year of publication: |
2007
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Authors: | Roos, Bero |
Published in: |
Insurance / Mathematics & economics. - Amsterdam : Elsevier, ISSN 0167-6687, ZDB-ID 8864-X. - Vol. 40.2007, 3, p. 403-414
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Subject: | Finanzmathematik | Mathematical finance | Risikoaversion | Risk aversion | Wahrscheinlichkeitsrechnung | Probability theory |
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