Exact joint laws associated with spectrally negative Lévy processes and applications to insurance risk theory (Q2258121): Difference between revisions

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Exact joint laws associated with spectrally negative Lévy processes and applications to insurance risk theory
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    Exact joint laws associated with spectrally negative Lévy processes and applications to insurance risk theory (English)
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    2 March 2015
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    spectrally negative Lévy processes
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    fluctuation identity
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    generalized Dickson's formula
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    scale function
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    occupation time
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    insurance risk theory
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