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    Statements

    17 May 2010
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    risk process
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    compound Poisson model
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    claim size distribution
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    subexponential distributions
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    level-dependent risk process
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    stochastic control
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    simulation
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    renewal model
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    phase-type distributions
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    ruin probabilities
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    large deviations
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    Markovian environment
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    queuing models
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    diffusion approximations
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    Identifiers

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