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- W2047059911 abstract "This article surveys the main results and developments of Cramer–Lundberg approximation. We present an overview of the classical results under the Lundberg–Cramer model, and the corresponding results in the cases of heavy-tailed claim distribution are discussed. Recent developments in the diffusion perturbed insurance risk models and in the model in which an α-stable Levy process is added to the compound Poisson process are covered.Keywords:Cramer–Lundberg approximation;classical Lundberg–Cramer model;regular variation;subexponential class;diffusion perturbed insurance risk models" @default.
- W2047059911 created "2016-06-24" @default.
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- W2047059911 date "2014-09-29" @default.
- W2047059911 modified "2023-10-14" @default.
- W2047059911 title "Cramér‐Lundberg Condition and Estimate" @default.
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- W2047059911 doi "https://doi.org/10.1002/9781118445112.stat04321" @default.
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