The discounted penalty function with multi-layer dividend strategy in the phase-type risk model (Q449404)

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The discounted penalty function with multi-layer dividend strategy in the phase-type risk model
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    The discounted penalty function with multi-layer dividend strategy in the phase-type risk model (English)
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    30 August 2012
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    gerber
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    shiu discounted penalty function
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    multi-layer dividend strategy
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    integro-differential equation
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    phase-type distribution
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