A note on deficit analysis in dependency models involving Coxian claim amounts
Author:
Publisher
Informa UK Limited
Subject
Statistics, Probability and Uncertainty,Economics and Econometrics,Statistics and Probability
Link
http://www.tandfonline.com/doi/pdf/10.1080/03461238.2012.723044
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1. A Direct Approach to the Discounted Penalty Function
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5. On the Time Value of Ruin
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