Ruin probabilities and penalty functions with stochastic rates of interest (Q2485766)

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Ruin probabilities and penalty functions with stochastic rates of interest
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    Ruin probabilities and penalty functions with stochastic rates of interest (English)
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    5 August 2005
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    Ruin theory
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    Integral equation
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    Integro-differential equation
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    Compound Poisson process
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    Lévy process
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    Subordinator
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    Brownian motion
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