Ruin problem for a class of risk processes perturbed by diffusion (Q1861006)

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Ruin problem for a class of risk processes perturbed by diffusion
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    Ruin problem for a class of risk processes perturbed by diffusion (English)
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    29 July 2003
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    A modified risk process is considered. Under two different assumptions, the Lundberg inequalities for the ruin probability are obtained.
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    risk process
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    Lundberg inequality
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