Lundberg parameters for non standard risk processes (Q5430558)

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scientific article; zbMATH DE number 5220285
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Lundberg parameters for non standard risk processes
scientific article; zbMATH DE number 5220285

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    Lundberg parameters for non standard risk processes (English)
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    16 December 2007
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    shot noise process
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    Markov modulated process
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    large deviations
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    Lundberg parameter
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    supermodular order
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