The joint distributions of some actuarial diagnostics for the jump-diffusion risk process (Q550085)

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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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