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Autor Ramsay, Colin M. |
Documentos disponibles escritos por este autor (1)
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Ramsay, Colin M. ; Usábel Rodrigo, Miguel Arturo | Facultad de Ciencias Económicas y Empresariales. Decanato | 1997When claims in the compound Poisson risk model are from a heavy-tailed distribution (such as the Pareto or the lognormal), traditional techniques used to compute the probability of ultimate ruin converge slowly to desired probabilities. Thus, fa[...]