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