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  • On A Risk Measure Inspired From The Ruin Probability And The Expected Deficit at Ruin

    On A Risk Measure Inspired From The Ruin Probability And The Expected Deficit at Ruin This abstract describes a paper that studies a risk measure derived from ruin theory defined as the smallest ...

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    • Authors: Ilie Mitric, Julien Trufin
    • Date: Feb 2014