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PH approximation of two-barrier ruin probability for Lévy risk having two-sided PH jumps.

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  • المؤلفون: ALI, MOHAMMAD JAMSHER1 ; PÄRNA, KALEV1
  • المصدر:
    Acta et Commentationes Universitatis Tartuensis de Mathematica. Jun2023, Vol. 27 Issue 1, p113-129. 17p.