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RECURSIVE CALCULATION OF RUIN PROBABILITIES AT OR BEFORE CLAIM INSTANTS FOR NON-IDENTICALLY DISTRIBUTED CLAIMS
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- Journal:
- ASTIN Bulletin: The Journal of the IAA / Volume 45 / Issue 2 / May 2015
- Published online by Cambridge University Press:
- 16 December 2014, pp. 421-443
- Print publication:
- May 2015
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- Article
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