A generalized penalty function with the maximum surplus prior to ruin in a MAP risk model (Q659191): Difference between revisions

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+https://doi.org/10.1016/j.insmatheco.2009.07.009
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+W1996097088
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+On the analysis of the Gerber-Shiu discounted penalty function for risk processes with Markovian arrivals
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+The Discounted Joint Distribution of the Surplus Prior to Ruin and the Deficit at Ruin in a Sparre Andersen Model
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