An exponential martingale for compound Poisson process with latent variable and its applications (Q904135)
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English | An exponential martingale for compound Poisson process with latent variable and its applications |
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An exponential martingale for compound Poisson process with latent variable and its applications (English)
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15 January 2016
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exponential martingale
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partly shifted risk process
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ruin probability
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risk measure
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