A diffusion approximation for the ruin function of a risk process with compounding assets
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Publication:4085153
DOI10.1080/03461238.1975.10405104zbMath0322.62101OpenAlexW2016245821MaRDI QIDQ4085153
Allison J. Taylor, David C. Emanuel, J. Michael Harrison
Publication date: 1975
Published in: Scandinavian Actuarial Journal (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/03461238.1975.10405104
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