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Stationary aspects of the Sparre Andersen risk process and the corresponding ruin probabilities. (English) Zbl 0315.60050

MSC:
60K99 Special processes
60K05 Renewal theory
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[1] Andersen and E., Sparre.Transactions XVth International Congress of Actuaries, New York, II. pp.219–229.
[2] Cramér H., Jubilee volume of Försäkringsaktiebolaget Skandia (1955)
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