Lundberg inequalities in a diffusion environment (Q1413361)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Lundberg inequalities in a diffusion environment |
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Statements
Lundberg inequalities in a diffusion environment (English)
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16 November 2003
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Ruin probability
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Lundberg inequality
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Cox process
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Extended generator
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Diffusion process
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Exponential martingale
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