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