Gerber-Shiu analysis with two-sided acceptable levels (Q2357427)
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English | Gerber-Shiu analysis with two-sided acceptable levels |
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Gerber-Shiu analysis with two-sided acceptable levels (English)
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13 June 2017
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truncated Gerber-Shiu function
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classical Poisson risk model
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surplus-dependent premium rate
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transition kernel
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joint distribution of maximum and minimum before ruin
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Markovian arrival process
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