A matrix operator approach to a risk model with two classes of claims (Q1758111): Difference between revisions

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+https://doi.org/10.1007/s11464-012-0176-7
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+W2132757864
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+Volterra integral and differential equations
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+The Gerber-Shiu penalty functions for two classes of renewal risk processes
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+On a correlated aggregate claims model with Poisson and Erlang risk processes.
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+The Gerber-Shiu discounted penalty functions for a risk model with two classes of claims
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