Notes on discrete compound Poisson model with applications to risk theory (Q2514632)

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Notes on discrete compound Poisson model with applications to risk theory
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    Notes on discrete compound Poisson model with applications to risk theory (English)
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    3 February 2015
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    compound Poisson distribution
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    integer-valued Lévy process
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    CreditRisk\(^+\) model
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    geometric Brownian motion with jumps
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    pseudo compound Poisson distribution
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    Wiener-Lévy theorem
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