A martingale approach to a ruin model with surplus following a compound Pisson process (Q2479680)
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scientific article; zbMATH DE number 5256810
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| English | A martingale approach to a ruin model with surplus following a compound Pisson process |
scientific article; zbMATH DE number 5256810 |
Statements
A martingale approach to a ruin model with surplus following a compound Pisson process (English)
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1 April 2008
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backward differential equation
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compound Poisson process
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optional sampling theorem
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surplus process
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0.8049852252006531
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0.8011098504066467
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0.7970965504646301
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0.7826131582260132
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0.7818190455436707
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