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Documents  Biard, Romain | enregistrements trouvés : 1

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Research talks;Probability and Statistics

We study a renewal risk model in which the surplus process of the insurance company is modeled by a compound fractional Poisson process. We establish the long-range dependence property of this non-stationary process. Some results for the ruin probabilities are presented in various assumptions on the distribution of the claim sizes.

60G22 ; 60G55 ; 91B30 ; 60K05 ; 33E12

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