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