Fourier/Laplace Transforms and Ruin Probabilities (Q4661653)

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scientific article; zbMATH DE number 2149117
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Fourier/Laplace Transforms and Ruin Probabilities
scientific article; zbMATH DE number 2149117

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    Fourier/Laplace Transforms and Ruin Probabilities (English)
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    30 March 2005
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    risk theory
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    ruin theory
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    Fourier transform
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    Laplace transform
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    probability of ultimate ruin
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    severity of ruin
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    Erlang(2) risk process
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