On matrix exponential approximations of ruin probabilities...

On matrix exponential approximations of ruin probabilities for the classic and Brownian perturbed Cramér–Lundberg processes

Avram, F., Pistorius, M.
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Volume:
59
Language:
english
Journal:
Insurance: Mathematics and Economics
DOI:
10.1016/j.insmatheco.2014.08.005
Date:
November, 2014
File:
PDF, 461 KB
english, 2014
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