Extended Gerber-Shiu functions in a risk model with interest (Q2347117)

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Extended Gerber-Shiu functions in a risk model with interest
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    Extended Gerber-Shiu functions in a risk model with interest (English)
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    26 May 2015
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    discounted penalty function
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    interest
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    classical risk process
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    shot noise process
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    first passage time
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