On the time value of absolute ruin with tax (Q659184)
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English | On the time value of absolute ruin with tax |
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On the time value of absolute ruin with tax (English)
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10 February 2012
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compound Poisson surplus process
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debit interest
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interest rate on positive surplus
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tax
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absolute ruin
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light and heavy-tailed claims
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expected discounted penalty function
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