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Finite-time ruin probabilities under large-claim reinsurance treaties for heavy-tailed claim sizes.
Hansjörg Albrecher
Bohan Chen
Eleni Vatamidou
Bert Zwart
Published in:
J. Appl. Probab. (2020)
Keyphrases
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heavy tailed
generalized gaussian
bayesian networks
image processing
multiscale
probability distribution
parameter estimation
random variables
gaussian mixture model