A note on the convexity of ruin probabilities (Q2397848)

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A note on the convexity of ruin probabilities
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    A note on the convexity of ruin probabilities (English)
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    24 May 2017
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    defective renewal equation
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    compound geometric
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    ruin probability
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    Laplace transform of time of ruin
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    DFR
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    IMRL
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    log-convex
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    resolvent
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