“The Time Value of Ruin in a Sparre Andersen Model,’ Hans U. Gerber and Elias S. W. Shiu, April 2005
Andrew Ng
North American Actuarial Journal, 2005, vol. 9, issue 4, 131-134
Date: 2005
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DOI: 10.1080/10920277.2005.10596232
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