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    author
    Lin Xu
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    Rong-Ming Wang
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    Ding Jun Yao
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    publication date
    6 March 2009
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    Mathematics Subject Classification ID
    60K05
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    62P05
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    91B30
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    zbMATH DE Number
    5524677
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    zbMATH Keywords
    integro-differential equation
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    jump-diffusion process
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    ruin probability
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    Vasicek model
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