A numerical illustration of differences between ruin probabilities originated in the ordinary and in the stationary cases
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Publication:4745188
DOI10.1080/03461238.1983.10408690zbMath0507.62091MaRDI QIDQ4745188
Publication date: 1983
Published in: Scandinavian Actuarial Journal (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/03461238.1983.10408690
risk theory; ruin probabilities; numerical illustration; stationary model; ordinary Sparre Andersen model
62P05: Applications of statistics to actuarial sciences and financial mathematics
65C99: Probabilistic methods, stochastic differential equations
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