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MR1680267 (2000a:62273) 62P05 (62-01)
Rolski, Tomasz; Schmidli, Hanspeter; Schmidt, Volker; Teugels, Jozef Stochastic processes for insurance and finance. Wiley Series in Probability and Statistics. John Wiley & Sons, Ltd., Chichester, 1999. xviii+654 pp. ISBN: 0-471-95925-1
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