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Revision as of 21:10, 14 February 2024

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The time to ruin and the number of claims until ruin for phase-type claims
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    The time to ruin and the number of claims until ruin for phase-type claims (English)
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    10 April 2014
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    renewal risk model
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    ruin time
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    number of claims to ruin
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    deficit at ruin
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    duality
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    extended negative binomial distribution
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