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    author
    Olena Ragulina
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    Yuliya S. Mishura
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    publication date
    13 October 2016
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    zbMATH Keywords
    ruin probabilities
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    supermartingale
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    smoothness of survival probabilities
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    Identifiers

    Mathematics Subject Classification ID
    91-02
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    91B30
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    60G48
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    60H30
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    zbMATH DE Number
    6638362
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