The compound Poisson risk model with multiple thresholds (Q998276): Difference between revisions

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Latest revision as of 11:42, 10 December 2024

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The compound Poisson risk model with multiple thresholds
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    The compound Poisson risk model with multiple thresholds (English)
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    28 January 2009
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    compound Poisson model
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    expected discounted penalty function
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    integro-differential equation
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    multiple threshold strategy
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    probability of ruin
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