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Power tailed ruin probabilities in the presence of risky investments

By Vladimir Kalashnikov and Ragnar Norberg
Topics: HA Statistics
Publisher: Elsevier
Year: 2002
DOI identifier: 10.1016/S0304-4149(01)00148-X
OAI identifier: oai:eprints.lse.ac.uk:16360
Provided by: LSE Research Online
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