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- W1995946449 abstract "We consider the classical model for an insurance business where the claims occur according to a Poisson process and where the distribution for the cost of each claim fulfills Cramér's tail-condition. Under these conditions Lundberg's constant R is of fundamental importance for ruin calculations. We derive estimates of R, based on an observation of the insurance business and investigate the statistical properties of those estimates. We further derive bounds and confidence intervals for ruin probabilities." @default.
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- W1995946449 date "1979-05-01" @default.
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- W1995946449 title "Empirical bounds for ruin probabilities" @default.
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- W1995946449 doi "https://doi.org/10.1016/0304-4149(79)90001-2" @default.
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