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Latest revision as of 18:27, 6 July 2024

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FINITE HORIZON RUIN PROBABILITIES FOR RANDOM WALKS WITH HEAVY TAILED INCREMENTS
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    FINITE HORIZON RUIN PROBABILITIES FOR RANDOM WALKS WITH HEAVY TAILED INCREMENTS (English)
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    22 August 2013
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    finite horizon ruin probabilities
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    diffusion approximation
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    optimal stopping
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