Expected discounted penalty function at ruin for risk process perturbed by diffusion under interest force (Q2574420)
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English | Expected discounted penalty function at ruin for risk process perturbed by diffusion under interest force |
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Expected discounted penalty function at ruin for risk process perturbed by diffusion under interest force (English)
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21 November 2005
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risk process perturbed by diffusion under interest force
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expected discounted penalty at ruin
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twice continuous differentiability
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integro-differential equation
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