On the time value of absolute ruin with tax (Q659184)

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On the time value of absolute ruin with tax
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    On the time value of absolute ruin with tax (English)
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    10 February 2012
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    compound Poisson surplus process
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    debit interest
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    interest rate on positive surplus
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    tax
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    absolute ruin
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    light and heavy-tailed claims
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    expected discounted penalty function
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