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Comparing Needs for Initial Surplus in Collective Risk Models
Comparing Needs for Initial Surplus in Collective Risk Models The initial risk reserves in collective risk models vary according to the underlying claim distribution, and a suitable level of ruin ...- Authors: John A Beekman, Clinton P Fuelling
- Date: Jan 1995
- Competency: External Forces & Industry Knowledge>Actuarial methods in business operations
- Publication Name: Actuarial Research Clearing House
- Topics: Enterprise Risk Management>Risk measurement - ERM