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On the efficient evaluation of ruin probabilities for completely monotone claim distributions.
Hansjörg Albrecher
Florin Avram
Dominik Kortschak
Published in:
J. Comput. Appl. Math. (2010)
Keyphrases
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probability distribution
databases
machine learning
cost effective
computationally expensive
database
neural network
hidden markov models
probabilistic model
upper bound
random variables
conditional probabilities