On double-boundary non-crossing probability for a class of compound processes with applications (Q2282550)

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On double-boundary non-crossing probability for a class of compound processes with applications
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    On double-boundary non-crossing probability for a class of compound processes with applications (English)
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    8 January 2020
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    applied probability
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    doubly stochastic Poisson (Cox) processes
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    fast Fourier transform
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    inventory management under stochastic demand
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    finite-time non-ruin probability
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