Heavy-Tailed Insurance Portfolios: Buffer Capital and Ruin Probabilities

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https://hdl.handle.net/1813/9313
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Author
Hult, H.; Lindskog, F.
Abstract
Heavy-Tailed Insurance Portfolios: Buffer Capital and Ruin Probabilities
Date Issued
2006-01
Publisher
Cornell University Operations Research and Industrial Engineering
Subject
Operations Research; Industrial Engineering; technical report; Markov decision process; average cost per unit time; optimality inequality; optimal policy; inventory control
Previously Published As
1441
Type
technical report

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