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    author
    J. Kočetova
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    Jonas Šiaulys
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    publication date
    11 September 2007
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    Mathematics Subject Classification ID
    60K10
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    60K05
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    91B30
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    zbMATH DE Number
    5189823
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    zbMATH Keywords
    classical risk model
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    time to ruin
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    Gerber-Shiu discounted penalty function
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    mixed exponential distribution
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