A generalized penalty function with the maximum surplus prior to ruin in a MAP risk model (Q659191)

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A generalized penalty function with the maximum surplus prior to ruin in a MAP risk model
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    A generalized penalty function with the maximum surplus prior to ruin in a MAP risk model (English)
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    10 February 2012
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    generalized penalty function
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    maximum surplus level before ruin
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    Markovian arrival process
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    discounted joint distribution
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