Analysis of the Compound Poisson Surplus Model with Liquid Reserves, Interest and Dividends (Q3067089)
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English | Analysis of the Compound Poisson Surplus Model with Liquid Reserves, Interest and Dividends |
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Analysis of the Compound Poisson Surplus Model with Liquid Reserves, Interest and Dividends (English)
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20 January 2011
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liquid reserve
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threshold strategy
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barrier strategy
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discounted penalty function
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dividends paid up to ruin
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dividend-penalty identity
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ruin probability
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