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~person:"Heilmann, Wolf-Rüdiger"
~person:"Willmot, Gordon E."
~subject:"Laplace transform"
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On the moments of the time to ruin in dependent Sparre Andersen models with emphasis on Coxian interclaim times
Lee, Wing Yan
;
Willmot, Gordon E.
- In:
Insurance / Mathematics & economics
59
(
2014
),
pp. 1-10
Persistent link: https://www.econbiz.de/10010469196
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