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Solvency II
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Value-at-Risk
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ballot theorem
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compound Poisson model
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compound binomial model
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finite and infinite horizon
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pseudo-distributions
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Lefèvre, Claude
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Loisel, Stéphane
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On Finite-Time Ruin Probabilities for Classical Risk Models
Lefèvre, Claude
;
Loisel, Stéphane
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HAL
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2008
-type provides an initial (known) formula for that probability. Then, a concept of
pseudo-distributions
for the cumulated claim …
Persistent link: https://www.econbiz.de/10008792658
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