Number of jumps in two-sided first-exit problems for a compound Poisson process (Q340120)
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English | Number of jumps in two-sided first-exit problems for a compound Poisson process |
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Number of jumps in two-sided first-exit problems for a compound Poisson process (English)
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11 November 2016
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classical risk model
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two-sided first-exit time
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two-sided smooth exit-recovery time
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number of claims
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doubly-killed scale function
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