Ultimate ruin probability in the Sparre Andersen model with dependent claim sizes and claim occurrence times
Year of publication: |
2009
|
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Authors: | Ambagaspitiya, Rohana S. |
Published in: |
Insurance / Mathematics & economics. - Amsterdam : Elsevier, ISSN 0167-6687, ZDB-ID 8864-X. - Vol. 44.2009, 3, p. 464-472
|
Subject: | Wahrscheinlichkeitsrechnung | Probability theory | Theorie | Theory |
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