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On the decomposition of the absolute ruin probability in a perturbed compound Poisson surplus process with debit interest
Cai, Jun, Yang, HailiangVolume:
212
Language:
english
Journal:
Annals of Operations Research
DOI:
10.1007/s10479-011-1032-y
Date:
January, 2014
File:
PDF, 554 KB
english, 2014