Abstract
Let R(t) be the reserve of the insurance company at time t and u = R(0).
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References
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Asmussen, S., Steffensen, M. (2020). Chapter IV: Ruin Theory. In: Risk and Insurance. Probability Theory and Stochastic Modelling, vol 96. Springer, Cham. https://doi.org/10.1007/978-3-030-35176-2_4
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DOI: https://doi.org/10.1007/978-3-030-35176-2_4
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