On occupation times for a risk process with reserve-dependent premium (Q3147437)

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On occupation times for a risk process with reserve-dependent premium
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    On occupation times for a risk process with reserve-dependent premium (English)
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    12 November 2002
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    risk reserve process
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    occupation time
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    piecewise deterministic Markov process
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    Laplace transform
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    exponential claim
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    ruin
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    negative surplus
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