Risk Diversifying Treaty Between Two Companies with Only One in Insurance Business
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DOI: 10.1007/s13571-015-0113-3
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Keywords
Skorokhod problem; Reflected process; Ruin; Ruin probability; Capital injection; Renewal-risk model; Cramer-Lundberg model; Lundberg adjustment coefficient; Light-tailed distribution; Subexponential distribution;All these keywords.
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