Analysis of the Compound Poisson Surplus Model with Liquid Reserves, Interest and Dividends (Q3067089)

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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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