Estimation of the expected discounted penalty function for Lévy insurance risks (Q2261899)

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Estimation of the expected discounted penalty function for Lévy insurance risks
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    Estimation of the expected discounted penalty function for Lévy insurance risks (English)
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    13 March 2015
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    Lévy risk process
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    discrete observations
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    expected discounted penalty function
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    regularized Laplace inversion
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    ISE-consistency
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