Gerber-Shiu functionals for classical risk processes perturbed by an \(\alpha\)-stable motion (Q903325)

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Gerber-Shiu functionals for classical risk processes perturbed by an \(\alpha\)-stable motion
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    Gerber-Shiu functionals for classical risk processes perturbed by an \(\alpha\)-stable motion (English)
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    5 January 2016
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    classical risk process
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    stable process
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    scale functions
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    ruin probability
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    severity of ruin
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    surplus before ruin
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