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Optimal risk control and dividend distribution policies : example of excess-of loss reinsurance for an insurance corporation
Asmussen, Søren, (2000)
Edangian Approximations for Finite-Horizon Ruin Probabilities
Asmussen, Soren, (2002)
Efficient simulation of tail probabilities of sums of correlated lognormals
Asmussen, Soren, (2010)