Exact and approximate properties of the distribution of surplus before and after ruin (Q1276462)

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Exact and approximate properties of the distribution of surplus before and after ruin
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    Exact and approximate properties of the distribution of surplus before and after ruin (English)
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    27 January 1999
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    Lundberg bound
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    increasing failure rate
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    distribution of surplus
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    ruin
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    Tijms-type approximations
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