Distributional study of finite-time ruin related problems for the classical risk model (Q1740157)

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Distributional study of finite-time ruin related problems for the classical risk model
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    Distributional study of finite-time ruin related problems for the classical risk model (English)
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    29 April 2019
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    classical risk model
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    maximum surplus prior to ruin
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    maximum severity of ruin
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    two-sided first exit time
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    finite-time Gerber-Shiu function
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