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Optimal risk control and dividend distribution policies : example of excess-of loss reinsurance for an insurance corporation
Asmussen, Søren, (2000)
ORIGINAL ARTICLES - Approximations for Finite Horizon Ruin Probabilities in the Renewal Model
Asmussen, S., (1999)
Phase-type Distributions and Risk Processes with State-Dependent Premiums
Asmussen, S., (1996)