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Dividends and the Time of Ruin under Barrier Strategies with a Capital-Exchange Agreement

Dividends and the Time of Ruin under Barrier Strategies with a Capital-Exchange Agreement

AuthorH. Albrecher, V. Lautscham
JournalAnales del Instituo de Actuarios Españoles, Vol. 3 (21), pp 1-30, 2015.
Date1 Jan. 2015
CategoryAcademic Publications
VolumeVol. 3 (21), pp 1-30

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