Corrigendum to: The moments of ruin time in the classical risk model with discrete claim size distribution
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Publication:1962819
DOI10.1016/S0167-6687(99)00014-1zbMath1007.62529OpenAlexW2064727876MaRDI QIDQ1962819
Philippe Picard, Claude Lefèvre
Publication date: 30 March 2000
Published in: Insurance Mathematics \& Economics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/s0167-6687(99)00014-1
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Related Items (3)
ON THE UPPER FIRST-EXIT TIMES OF COMPOUND G/M PROCESSES ⋮ On the moments of the surplus process perturbed by diffusion. ⋮ The moments of the time of ruin, the surplus before ruin, and the deficit at ruin
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