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Ultimate ruin probability in the Sparre Andersen model with dependent claim sizes and claim occurrence times
Ambagaspitiya, Rohana S., (2009)
On the distribution of a sum of correlated aggregate claims
Ambagaspitiya, Rohana S., (1998)
Aggregate survival probability of a portfolio with dependent subportfolios
Ambagaspitiya, Rohana S., (2003)