Joint densities involving the time to ruin in the Sparre Andersen risk model under exponential assumptions
| Year of publication: |
2011
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|---|---|
| Authors: | Landriault, David ; Shi, Tianxiang ; Willmot, Gordon E. |
| Published in: |
Insurance / Mathematics & economics. - Amsterdam : North Holland Publ. Co, ISSN 0167-6687, ZDB-ID 8864x. - Vol. 49.2011, 3, p. 371-380
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