Simulation analysis of ruin capital in Sparre Andersen's model of risk (Q2514619)

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Simulation analysis of ruin capital in Sparre Andersen's model of risk
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    Simulation analysis of ruin capital in Sparre Andersen's model of risk (English)
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    3 February 2015
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    ruin capital
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    ruin probability
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    Andersen's model
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    simulation analysis
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