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zbMath1433.91185MaRDI QIDQ2842079

Ayumi Kishikawa, Makoto Doi

Publication date: 31 July 2013

Full work available at URL: http://jams.or.jp/notice/scmjol/2011.html

Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.

zbMATH Keywords

non ruin probability risk reserve process, exponential claim size, Erlang distribution, reduction of multi-summation

Mathematics Subject Classification ID

Credit risk (91G40)

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