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Ruintheorie
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International Actuarial Association / Actuarial Studies in Non-Life Insurance
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ASTIN Bulletin ; Vol.32 - No.2 - 2002, 299-313
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The Distribution of the Time to Ruin in the Classical Risk Model
Dickson, David C.M.
;
Waters, Howard R.
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International Actuarial Association / Actuarial Studies …
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2002
We study the distribution of the time to ruin in the classical risk model. We consider some methods of calculating this distribution...
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