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From ruin theory to pricing reset guarantees and perpetual put options
Insurance: Mathematics and Economics, 1999exaly
A Modification of Jerne's Theory of Antibody Production using the Concept of Clonal Selection
Ca-A Cancer Journal for Clinicians, 1976exaly
On the discounted penalty at ruin in a jump-diffusion and the perpetual put option
Insurance: Mathematics and Economics, 1998exaly
A new class of large claim size distributions: Definition, properties, and ruin theory
Bernoulli, 2015exaly