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North American Actuarial Journal Volume 11, 2007 - Issue 3

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“The Discounted Joint Distribution of the Surplus Prior to Ruin and the Deficit at Ruin in a Sparre Andersen Model”, Jiandong Ren, July 2007

Bangwon Ko Department of Statistics and Actuarial Science, University of Iowa, Iowa City, IA 52242-1409

Pages 136-137 | Published online: 02 Jan 2013

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https://doi.org/10.1080/10920277.2007.10597472

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Ko , Bangwon . 2007 . On the Expected Discounted Penalty at Ruin for a Markov-Modulated Risk Process Perturbed by Diffusion . North American Actuarial Journal , 11 ( 2 ) : 136 – 152 . Discussion of
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Mcdonald , Robert L. 2006 . Derivatives Markets , 2nd , Boston : Addison Wesley .
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Schmidli , Hanspeter . 2005 . The Time Value of Ruin in a Sparre Andersen Model . North American Actuarial Journal , 9 ( 2 ) : 69 – 70 . Discussion of
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