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On Cramér’s first contributions to ruin theory. (English) Zbl 1414.91160

Summary: In this article, we discuss some of the first contributions due to Harald Cramér to collective risk theory. We examine the introduction and the use of a particular ruin function that nowadays has been lost even if, as we will see, it has many points in common with the severity of ruin.

MSC:

91B30 Risk theory, insurance (MSC2010)
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