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The joint distribution of the Parisian ruin time and the number of claims until Parisian ruin in the classical risk model.
Irmina Czarna
Yanhong Li
Zbigniew Palmowski
Chunming Zhao
Published in:
J. Comput. Appl. Math. (2017)
Keyphrases
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joint distribution
multiscale
probabilistic model
small number
high dimensional
prior knowledge
information retrieval
feature selection
multiresolution
topic models
gaussian distribution