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The joint distribution of the time of ruin, the surplus immediately before ruin, and the deficit at ruin

Hans U. Gerber and Elias S. W. Shiu

Insurance: Mathematics and Economics, 1997, vol. 21, issue 2, 129-137

Date: 1997
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Insurance: Mathematics and Economics is currently edited by R. Kaas, Hansjoerg Albrecher, M. J. Goovaerts and E. S. W. Shiu

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