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Exact solution of the ruin problem in the Cramér--Lundberg model with proportional investment

Fuente: arXiv

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Bibliographic Details
Main Authors:	Promyslov, Platon, Romanov, Maxim, Yurieva, Goluba
Format:	Preprint
Published:	2026
Subjects:	Probability 91G05, 60G51, 45J05
Online Access:	Acceder al recurso
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