Ruin probabilities with compounding assets (Q1962816)

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Ruin probabilities with compounding assets
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    title
    Ruin probabilities with compounding assets (English)
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    author
    David C. M. Dickson
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    Howard R. Waters
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    publication date
    31 January 2000
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    zbMATH DE Number
    1396346
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    zbMATH Keywords
    finite time ruin
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    recursive calculation
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    constant force of interest
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    ultimate ruin
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    recovery from ruin
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