The time value of absolute ruin for a general risk model
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Publication:2886006
zbMATH Open1249.91059MaRDI QIDQ2886006FDOQ2886006
Authors: Hu Yang, Wenting Huang
Publication date: 1 June 2012
Published in: Chinese Journal of Applied Probability and Statistics (Search for Journal in Brave)
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- On the time value of absolute ruin for a multi-layer compound Poisson model under interest force
- On the time value of absolute ruin with tax
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