On the expected discounted penalty function for a risk process with stochastic return on investments (Q3014385)
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scientific article; zbMATH DE number 5926180
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| English | On the expected discounted penalty function for a risk process with stochastic return on investments |
scientific article; zbMATH DE number 5926180 |
Statements
19 July 2011
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expected discounted penalty function
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integro-differential equation
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Laplace transform
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ruin
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0.8744545578956604
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0.8620578050613403
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0.8557616472244263
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0.8491948246955872
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