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Another look at the Picard-Lefevre formula for finite-time ruin probabilities
Rulliere, Didier, (2004)
The win-first probability under interest force
Rulliere, Didier, (2005)
Robustness analysis and convergence of empirical finite-time ruin probabilities and estimation risk solvency margin
Loisel, Stéphane, (2008)