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- W2386875661 abstract "A discrete time risk model with interest rate and inflation rate is discussed in this paper. The recursive expressions of the survival probability and the distribution of maximum surplus before bankruptcy and the joint distribution of the surplus before and at bankruptcy and the maximum surplus before bankruptcy are obtained. In addition, the time that the surplus process reaches a given level for the first time is got." @default.
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- W2386875661 date "2004-01-01" @default.
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- W2386875661 title "Some Recursive Formulas of A Discrete Time Risk Model" @default.
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