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With constant interest force Ruin Probability

Author: ChengPoFeng
Tutor: ChenPingYan
School: Jinan University
Course: Probability Theory and Mathematical Statistics
Keywords: Ruin Probability Heavy-tailed distribution Asymptotic behavior Negative correlation Constant interest force
CLC: F224
Type: Master's thesis
Year: 2008
Downloads: 58
Quote: 1
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Abstract


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CLC: > Economic > Economic planning and management > Economic calculation, economic and mathematical methods > Economic and mathematical methods
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