Spectrally negative Lévy risk model under Erlangized barrier strategy (Q1715797)
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English | Spectrally negative Lévy risk model under Erlangized barrier strategy |
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Spectrally negative Lévy risk model under Erlangized barrier strategy (English)
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29 January 2019
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spectrally negative Lévy risk process
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randomized observation
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barrier strategy
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scale function
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