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Finite-time ruin problems in Sparre Andersen models with arbitrary interclaim times
Finite-time ruin problems in Sparre Andersen models with arbitrary interclaim times This abstract describes a paper that obtains a closed-form expression for ruin quantity. Ruin;Sparre Andersen; ...- Authors: Gordon E Willmot, David Landriault, Tianxiang Shi
- Date: Jul 2010