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  • The expected discounted penalty at ruin for a risk model with two-sided jumps
    The expected discounted penalty at ruin for a risk model with two-sided jumps This abstract describes a paper that considers a general risk model in which both the claim and income gain arrivals ...

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    • Authors: Yi Lu, Shuanming Li
    • Date: Jul 2010
    • Competency: Technical Skills & Analytical Problem Solving
    • Topics: Enterprise Risk Management>Risk measurement - ERM; Modeling & Statistical Methods