The ruin problem for a Wiener process with state-dependent jumps (Q2214225)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | The ruin problem for a Wiener process with state-dependent jumps |
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The ruin problem for a Wiener process with state-dependent jumps (English)
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7 December 2020
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first exit time
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Brownian motion
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Poisson process
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jump size
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integro-differential equation
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