POT-based estimator of the ruin probability in infinite time for loss models: An application to insurance risk
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Published:2022-12
Issue:2
Volume:13
Page:
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ISSN:0718-7912
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Container-title:Chilean Journal of Statistics
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language:
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Short-container-title:ChJS
Author:
Redhouane Frihi,Abdelaziz Rassoul,Ouldrouis Hamid
Subject
Statistics and Probability