The joint distributions of some actuarial diagnostics for the jump-diffusion risk process (Q550085)
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English | The joint distributions of some actuarial diagnostics for the jump-diffusion risk process |
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The joint distributions of some actuarial diagnostics for the jump-diffusion risk process (English)
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19 July 2011
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jump-diffusion risk process
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Brownian motion
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time of ruin
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ultimate leaving-time
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homogeneous strong Markov property
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