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Convolution of uniform distributions and ruin probability |
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| Authors: | Elias S. W. Shiu |
| Affiliation: | Dept. of Actuarial and Management Sciences , University of Manitoba , Winnipeg , Manitoba R3T 2N2 , Canada |
| Abstract: | Abstract This paper presents an “operational calculus” method for evaluating the convolution of uniform distributions and applies it to solve a problem in ruin theory. |
| Keywords: | convolution uniform distribution ruin probability |