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Ruin probability for the insurer-reinsurer model for exponential claims: A probabilistic approach
Burnecki, Krzysztof
;
Teuerle, Marek A.
;
Wilkowska, …
- In:
Risks
9
(
2021
)
5
,
pp. 1-10
change
of
measure
technique. We illustrate the admissible range of parameters of the risk process. We also justify our result …
Persistent link: https://www.econbiz.de/10013200754
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