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Further to De Finetti's [Su una impostazione alternativa della theoria collectiva del rischio. In: Transactions of the 15th International Congress of Actuaries, Vol. II, New York, pp. 433-443] proposal, of a modified random walk for the (accumulated) surplus reserve (S) of an insurance system with a reflecting barrier at a predefined level, we design a model similar to that of Balzer and Benjamin...
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