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- W2134000833 abstract "ABSTRACT In the classical risk model, we use probabilistic arguments to write down expressions in terms of the density function of aggregate claims for joint density functions involving the time to ruin, the deficit at ruin and the surplus prior to ruin. We give some applications of these formulae in the cases when the individual claim amount distribution is exponential and Erlang(2)." @default.
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- W2134000833 date "2007-09-01" @default.
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- W2134000833 title "Some Finite Time Ruin Problems" @default.
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- W2134000833 doi "https://doi.org/10.1017/s1748499500000348" @default.
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