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Exponential upper bounds in a modified model of collective risk theory

descriptionPublicationkeyboard_double_arrow_right Conference object 01 Jan 2005 Italy English Publisher:Aracne Editrice
Authors: GOSIO, CRISTINA; LARI, ESTER CESARINA; RESTA, MARINA;

handle: 11567/241952 , 11567/252428

Exponential upper bounds in a modified model of collective risk theory

Abstract

We provide upper bounds to the probability of ruin into a modified model of the collective risk theory, where we have assumed constant force of interest and the definition of ruin as given in (Gerber H., 1971).

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selected citations
These citations are derived from selected sources.
This is an alternative to the "Influence" indicator, which also reflects the overall/total impact of an article in the research community at large, based on the underlying citation network (diachronically).
BIP!Citations provided by BIP!
popularity
This indicator reflects the "current" impact/attention (the "hype") of an article in the research community at large, based on the underlying citation network.
BIP!Popularity provided by BIP!
influence
This indicator reflects the overall/total impact of an article in the research community at large, based on the underlying citation network (diachronically).
BIP!Influence provided by BIP!
impulse
This indicator reflects the initial momentum of an article directly after its publication, based on the underlying citation network.
BIP!Impulse provided by BIP!
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