“Lundberg-Type Bounds for the Joint Distribution of Surplus Immediately before and at Ruin under the Sparre Andersen Model”, Andrew C. Y. Ng and Hailiang Yang, April 2005

David C. M. Dickson, Steve Drekic, David A. Stanford and Gordon E. Willmot

North American Actuarial Journal, 2006, vol. 10, issue 1, 111-112

Date: 2006
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DOI: 10.1080/10920277.2006.10596242

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