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On the Time Value of Ruin
clarified the situation with what he called the direct Riemann integrability condition. The condition ... Ig)*g](u) + [t - q/(0)] eP u I(x > u) (9.47) holds. A direct verification of (9.47) seems difficult. However ...- Authors: Hans U Gerber, Elias Shiu
- Date: Jan 1997
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Actuarial Research Clearing House
- Topics: Modeling & Statistical Methods