The maximum severity of ruin in a perturbed risk process with Markovian arrivals (Q1950740): Difference between revisions

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+How long is the surplus below zero?
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+The expected value of the time of ruin and the moments of the discounted deficit at ruin in the perturbed classical risk process
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+On the expectations of the present values of the time of ruin perturbed by diffusion.
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+A generalized defective renewal equation for the surplus process perturbed by diffusion.
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+When does surplus reach a certain level before ruin?
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