Lundberg inequalities in a diffusion environment (Q1413361): Difference between revisions

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Latest revision as of 08:41, 30 July 2024

scientific article
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English
Lundberg inequalities in a diffusion environment
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    Lundberg inequalities in a diffusion environment (English)
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    16 November 2003
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    Ruin probability
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    Lundberg inequality
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    Cox process
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    Extended generator
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    Diffusion process
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    Exponential martingale
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    Identifiers