A matrix operator approach to a risk model with two classes of claims
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Publication:1758111
DOI10.1007/s11464-012-0176-7zbMath1260.91122OpenAlexW2132757864MaRDI QIDQ1758111
Publication date: 7 November 2012
Published in: Frontiers of Mathematics in China (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s11464-012-0176-7
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Cites Work
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- The Gerber-Shiu discounted penalty functions for a risk model with two classes of claims
- On the expected discounted penalty functions for two classes of risk processes
- The Decompositions of the Discounted Penalty Functions and Dividends-Penalty Identity in a Markov-Modulated Risk Model
- Ruin Probabilities for Two Classes of Risk Processes
- Volterra integral and differential equations
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