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  • Non-exponential Bounds on the Tails of Compound Distributions
    Non-exponential Bounds on the Tails of Compound Distributions Random sum models with compound distributions are used extensively in modeling of insurance risks. Unfortunately, the compound ...

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    • Authors: Gordon E Willmot, Xiaodong Sheldon Lin
    • Date: Jan 1996
    • Competency: External Forces & Industry Knowledge>Actuarial theory in business context
    • Publication Name: Actuarial Research Clearing House
    • Topics: Finance & Investments>Risk measurement - Finance & Investments; Modeling & Statistical Methods>Stochastic models