The joint distributions of some actuarial diagnostics for the jump-diffusion risk process (Q550085)
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scientific article; zbMATH DE number 5926640
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| English | The joint distributions of some actuarial diagnostics for the jump-diffusion risk process |
scientific article; zbMATH DE number 5926640 |
Statements
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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0.9072781205177308
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0.8684524893760681
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0.8477504253387451
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0.8400793671607971
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0.8296787142753601
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