Ruin probability and time of ruin with a proportional reinsurance threshold strategy (Q1939094)
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English | Ruin probability and time of ruin with a proportional reinsurance threshold strategy |
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Ruin probability and time of ruin with a proportional reinsurance threshold strategy (English)
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26 February 2013
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Gerber-Shiu function
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generalized Erlang(\(n\))
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reinsurance strategy
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solvency measures
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