Ruin probabilities for competing claim processes (Q4667992)
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scientific article; zbMATH DE number 2158158
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Ruin probabilities for competing claim processes |
scientific article; zbMATH DE number 2158158 |
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Ruin probabilities for competing claim processes (English)
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18 April 2005
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risk theory
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ruin probability
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Pollaczek-Khinchin formula
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subordinator
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spectrally negative Lévy process
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