Study of a risk model based on the entrance process
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References listed on IDEAS
- Rychlik, Tomasz, 1994. "Distributions and expectations of order statistics for possibly dependent random variables," Journal of Multivariate Analysis, Elsevier, vol. 48(1), pages 31-42, January.
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More about this item
KeywordsInsurance risk model Risk process Nonhomogeneous Poisson process Shot noise process Stable random variable or distribution;
StatisticsAccess and download statistics
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