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Some results on the joint distribution prior to and at the time of ruin in the classical model |
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| Authors: | Georgios Psarrakos |
| Institution: | 1. Department of Statistics and Actuarial Mathematics , University of the Aegean , 83200, Samos, Greece gpsarr@aegean.gr |
| Abstract: | |
| Keywords: | Ruin probability Surplus prior to ruin Deficit at ruin Renewal equation DFR class 2-NWU class 2-NBU class IMRL class |