On the ruin time distribution for a Sparre Andersen process with exponential claim sizes
| Year of publication: |
2008
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|---|---|
| Authors: | Borovkov, Konstantin A. ; Dickson, David C.M. |
| Published in: |
Insurance / Mathematics & economics. - Amsterdam : North Holland Publ. Co, ISSN 0167-6687, ZDB-ID 8864x. - Vol. 42.2008, 3, p. 1104-1109
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