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Asymptotic ruin probabilities in a discrete-time risk model with heavy-tailed random sums.

Mohamed DakkonAbdallah AbardaSamya TajmouatiMustapha El Moudden
Published in: LOPAL (2018)
Keyphrases
  • heavy tailed
  • probability distribution
  • probabilistic model
  • generalized gaussian
  • parameter estimation
  • similarity measure
  • prior knowledge
  • higher order
  • large deviations