The expected time to ruin in a risk process with constant barrier via martingales (Q2581777)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | The expected time to ruin in a risk process with constant barrier via martingales |
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The expected time to ruin in a risk process with constant barrier via martingales (English)
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10 January 2006
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Exponential distribution
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Phase type distribution
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Markov additive process
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Lévy process
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Reflected process
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Laplace transform
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