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- W117093150 abstract "Unter der Voraussetzung, da das betrachtete Risiko nach einer zusammengesetzten Poissonverteilung verteilt ist, geben wir quantitative (exponentielle) Schranken für die Wahrscheinlichkeit an, da es die nach dem Erwartungswertbzw. Standardabweichungsprinzip berechneten PrÄmien übersteigt. Under the assumption that the considered risk is distributed according to a compound Poisson distribution we give quantitative (exponential) bounds for the probability of claims exceeding premiums that are given according to the loaded pure risk principle and to the Σ-loading principle." @default.
- W117093150 created "2016-06-24" @default.
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- W117093150 date "1993-10-01" @default.
- W117093150 modified "2023-10-16" @default.
- W117093150 title "On probabilities of large claims that are compound Poisson distributed" @default.
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- W117093150 doi "https://doi.org/10.1007/bf02809404" @default.
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