On the stop-loss transform and order for the surplus process perturbed by diffusion (Q2507619)

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On the stop-loss transform and order for the surplus process perturbed by diffusion
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    On the stop-loss transform and order for the surplus process perturbed by diffusion (English)
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    5 October 2006
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    surplus process
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    diffusion process
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    ruin probability
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    maximal aggregate loss
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    compound geometric distribution
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    stop-loss transform
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    ordering
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