On occupation times for a risk process with reserve-dependent premium (Q3147437): Difference between revisions
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scientific article
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English | On occupation times for a risk process with reserve-dependent premium |
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On occupation times for a risk process with reserve-dependent premium (English)
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12 November 2002
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risk reserve process
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occupation time
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piecewise deterministic Markov process
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Laplace transform
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exponential claim
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ruin
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negative surplus
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