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Finite-time ruin probability with NQD dominated varying-tailed claims and NLOD inter-arrival times.

Jingzhi LiKai-Yong WangYuebao Wang
Published in: J. Syst. Sci. Complex. (2009)
Keyphrases
  • arrival times
  • probability distribution
  • single server
  • gaussian distribution
  • finite number
  • equally spaced