Analytical steps towards a numerical calculation of the ruin probability for a finite period when the riskprocess is of the Poisson type or of the more general type studied by Sparre Andersen*

Publisher: Cambridge University Press

E-ISSN: 1783-1350|6|1|54-65

ISSN: 0515-0361

Source: ASTIN Bulletin, Vol.6, Iss.1, 1971-09, pp. : 54-65

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Abstract