The first passage time problem for mixed-exponential jump processes with applications in insurance and finance
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- Matija Vidmar, 2016. "Ruin under stochastic dependence between premium and claim arrivals," Papers 1602.04580, arXiv.org, revised Jun 2017.
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This paper has been announced in the following NEP Reports:- NEP-IAS-2013-03-02 (Insurance Economics)
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