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The expectation of aggregate discounted dividends for a Sparre Anderson risk process perturbed by diffusion
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    The expectation of aggregate discounted dividends for a Sparre Anderson risk process perturbed by diffusion (English)
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    18 June 2008
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    expectation of aggregate discounted dividends
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    Sparre Andersen risk process
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    perturbed by diffusion
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    threshold strategy
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