Remarks on a generalized inverse Gaussian type integral with applications (Q2148080)

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Remarks on a generalized inverse Gaussian type integral with applications
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    Remarks on a generalized inverse Gaussian type integral with applications (English)
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    21 June 2022
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    truncated inverse Gaussian
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    generalized inverse Gaussian cumulative distribution function
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    size-biased esscher transform
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    mixed Poisson distribution
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    tail value-at-risk (TVaR)
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    finite-time ruin probabilities
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