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On the Distribution of the Deficit at Ruin when Claims are Phase-type

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On the accuracy of phase-type approximations of heavy-tailed risk models

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Scandinavian Actuarial Journal, Vol. 2014, Iss. 6, 2014-09 ,pp. : 510-534

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Edgeworth type expansion of ruin probability under Lévy risk processes in the small loading asymptotics

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Asymptotics of ruin probabilities for controlled risk processes in the small claims case

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