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Latest revision as of 09:18, 4 July 2024

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An operator-based approach to the analysis of ruin-related quantities in jump diffusion risk models
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    An operator-based approach to the analysis of ruin-related quantities in jump diffusion risk models (English)
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    1 August 2011
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    jump diffusion process
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    ruin theory
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    expected discounted penalty at ruin
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    integro-differential equation
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    operator calculus
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    resolvent density
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