On finite-time ruin probabilities with reinsurance cycles influenced by large claims (Q2868604)

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On finite-time ruin probabilities with reinsurance cycles influenced by large claims
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    On finite-time ruin probabilities with reinsurance cycles influenced by large claims (English)
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    17 December 2013
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    Sparre Anderson model
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    finite-time ruin probability
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    reinsurance cycle
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    Erlangization
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    phase-type distributions
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