A threshold-based risk process with a waiting period to pay dividends (Q1717028)

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A threshold-based risk process with a waiting period to pay dividends
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    A threshold-based risk process with a waiting period to pay dividends (English)
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    5 February 2019
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    discrete-time sparre Andersen renewal risk process
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    threshold strategy
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    waiting period
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    dividend payments
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    ruin probabilities
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    Parisian-type model
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    compound binomial model
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