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- W1973143472 abstract "Abstract Consider the probability of random time absolute ruin in the renewal risk model with constant premium rate and constant force of interest. We assume that claim sizes X i , i = 1 , 2 , … , are conditionally independent on some sigma algebra and that the common distribution belongs to class D ∩ L . We obtain the asymptotic formula for the subclass of subexponential distributions." @default.
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- W1973143472 date "2012-09-01" @default.
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- W1973143472 title "Asymptotic behavior of random time absolute ruin probability with tailed and conditionally independent claim sizes" @default.
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- W1973143472 doi "https://doi.org/10.1016/j.spl.2012.05.010" @default.
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