The compound Poisson risk model with multiple thresholds (Q998276): Difference between revisions
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Revision as of 01:51, 5 March 2024
scientific article
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English | 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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