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Ultimate Ruin Probability with Correlation
Ultimate ... expressions for the ultimate ruin probability and establishes the effect of correlation on ruin probability ... probability using the Wiener-Hopf factorization. 4294993498 12/1/2012 12:00:00 AM ...- Authors: Rohana Ambagaspitiya
- Date: Dec 2012
- Competency: External Forces & Industry Knowledge
- Topics: Health & Disability>Accident insurance; Health & Disability>Disability insurance; Health & Disability>Health insurance; Life Insurance