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scientific article
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scientific article

    Statements

    author
    Ji Yang Tan
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    Shan-chao Yang
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    publication date
    28 April 2009
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    zbMATH Keywords
    Sparre Andersen model
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    compound Poisson model
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    force of interest
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    ruin probability
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    Identifiers

    Mathematics Subject Classification ID
    91B30
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    60K05
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    60J10
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    60J20
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    zbMATH DE Number
    5548244
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