The classical risk model with a constant dividend barrier: analysis of the Gerber-Shiu discounted penalty function. (Q1423339): Difference between revisions

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Latest revision as of 13:58, 6 June 2024

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The classical risk model with a constant dividend barrier: analysis of the Gerber-Shiu discounted penalty function.
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    The classical risk model with a constant dividend barrier: analysis of the Gerber-Shiu discounted penalty function. (English)
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    14 February 2004
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    ruin
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    integro-differential equation
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    Lundberg equation
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    renewal equation
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    compound geometric
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    time of ruin
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    surplus before ruin
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    deficit at ruin
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    exponential distribution
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    mixture of exponentials
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    stationary renewal risk process
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    Sparre Andersen process
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