RECURSIVE CALCULATION OF RUIN PROBABILITIES AT OR BEFORE CLAIM INSTANTS FOR NON-IDENTICALLY DISTRIBUTED CLAIMS

Publisher: Cambridge University Press

E-ISSN: 1783-1350|45|2|421-443

ISSN: 0515-0361

Source: ASTIN Bulletin, Vol.45, Iss.2, 2014-12, pp. : 421-443

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Abstract