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https://github.com/daleroberts/ruin-tstable

Finite-time ruin problem for tempered stable processes
https://github.com/daleroberts/ruin-tstable

mathematics monte-carlo-simulation probability

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Finite-time ruin problem for tempered stable processes

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Finite-time ruin problem for tempered stable processes

See http://arxiv.org/abs/1302.4795

Dale Roberts