On the expected discounted penalty functions for two classes of risk processes (Q2485543)

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On the expected discounted penalty functions for two classes of risk processes
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    On the expected discounted penalty functions for two classes of risk processes (English)
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    5 August 2005
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    Compound Poisson process
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    Generalized Erlang risk process
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    Penalty functions
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    Integro-differential equations
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    Martingale
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    Generalized Lundberg's fundamental equation
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    Wiener process
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