On the expected discounted penalty functions for two classes of risk processes (Q2485543)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On the expected discounted penalty functions for two classes of risk processes |
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On the expected discounted penalty functions for two classes of risk processes (English)
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5 August 2005
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Compound Poisson process
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Generalized Erlang risk process
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Penalty functions
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Integro-differential equations
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Martingale
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Generalized Lundberg's fundamental equation
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Wiener process
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