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CRANruinMaRDI QIDQ149400

Simulation of Various Risk Processes

Iegor Rudnytskyi

Last update: 30 July 2018

Copyright license: GNU General Public License, version 3.0

Software version identifier: 0.1.1

Cites work

• A generalised Gerber–Shiu measure for Markov-additive risk processes with phase-type claims and capital injections

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