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"Exponential convergence rate of ruin probabilities for level-dependent ..."
Pierre-Olivier Goffard, Andrey Sarantsev (2019)
- Pierre-Olivier Goffard
, Andrey Sarantsev
:
Exponential convergence rate of ruin probabilities for level-dependent Lévy-driven risk processes. J. Appl. Probab. 56(4): 1244-1268 (2019)
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