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“The Time Value of Ruin in a Sparre Andersen Model,’ Hans U. Gerber and Elias S. W. Shiu, April 2005

North American Actuarial Journal- United Kingdom

doi 10.1080/10920277.2005.10596232

Full Text

Abstract

Available in

Categories

UncertaintyEconomicsStatisticsEconometricsProbability

Date

October 1, 2005

Authors

Andrew C. Y. Ng

Publisher

Informa UK Limited


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