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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
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Categories
Uncertainty
Economics
Statistics
Econometrics
Probability
Date
October 1, 2005
Authors
Andrew C. Y. Ng
Publisher
Informa UK Limited
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