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Publications by Mathieu Bargès

On Finite-Time Ruin Probabilities With Reinsurance Cycles Influenced by Large Claims

Scandinavian Actuarial Journal

English

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Finite-Time Ruin Probability With an Exponential Lévy Process Investment Return and Heavy-Tailed Claims

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Ruin Probability for the Bi-Seasonal Discrete Time Risk Model With Dependent Claims

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