Cite
HARVARD Citation
Yang, Y. et al. (2016). Asymptotics for a discrete-time risk model with Gamma-like insurance risks. Scandinavian actuarial journal. 2016 (6), pp. 565-579. [Online].
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Yang, Y. et al. (2016). Asymptotics for a discrete-time risk model with Gamma-like insurance risks. Scandinavian actuarial journal. 2016 (6), pp. 565-579. [Online].