Reinsurance and ruin

Insurance: Mathematics and Economics - Tập 19 - Trang 61-80 - 1996
David C.M. Dickson1, Howard R. Waters2
1Centre for Actuarial Studies, Department of Economics, University of Melbourne, Parkville, Vic. 3052, Australia
2Department of Actuarial Mathematics and Statistics, Heriot-Watt University, Edinburgh EH14 4AS, Scotland, UK

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