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Asymptotic ruin probabilities in a discrete-time risk model with heavy-tailed random sums.
Mohamed Dakkon
Abdallah Abarda
Samya Tajmouati
Mustapha El Moudden
Published in:
LOPAL (2018)
Keyphrases
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heavy tailed
probability distribution
probabilistic model
generalized gaussian
parameter estimation
similarity measure
prior knowledge
higher order
large deviations