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A general model in risk theory. An application of modern martingale theory. II: Applications. (English) Zbl 0646.62094
See the preceding review of part I, ibid. 17, 401-428 (1986; Zbl 0646.62093).
MSC:
62P05 Applications of statistics to actuarial sciences and financial mathematics
60G44 Martingales with continuous parameter
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