The Time Value of Ruin in a Sparre Andersen Model (Q5716025)

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scientific article; zbMATH DE number 2243824
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The Time Value of Ruin in a Sparre Andersen Model
scientific article; zbMATH DE number 2243824

    Statements

    title
    The Time Value of Ruin in a Sparre Andersen Model (English)
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    author
    Hans U. Gerber
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    Elias S. W. Shiu
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    publication date
    6 January 2006
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    Mathematics Subject Classification ID
    62P05
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    91G50
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    60K10
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    60K05
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    zbMATH DE Number
    2243824
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