Potential measures for spectrally negative Markov additive processes with applications in ruin theory (Q2514602)

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Potential measures for spectrally negative Markov additive processes with applications in ruin theory
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    Potential measures for spectrally negative Markov additive processes with applications in ruin theory (English)
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    3 February 2015
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    Markov additive processes
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    potential measures
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    resolvent density
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    Markov renewal equation
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    scale matrix
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    exit problems
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    ruin theory
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