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    On a Perturbed Risk Model with Time-Dependent Claim Sizes by Longfei Wei, Jia Hao, Shiyu Song, Zhenhua Bao

    Published 2024-01-01
    “…We consider a risk model perturbed by a Brownian motion, where the individual claim sizes are dependent on the inter-claim times. We study the Gerber–Shiu functions when ruin is due to a claim or the jump-diffusion process. …”
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