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Distributions of the surplus before ruin,the deficit at ruin and the claim causing ruin in a class of discrete time risk models |
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| Authors: | Shuanming Li |
| Institution: | Shuanming Li * |
| Abstract: | |
| Keywords: | Sparre Andersen risk process Km family of distributions Compound geometric distribution Gerber-Shiu function Surplus before ruin Deficit at ruin Claim causing ruin |