On the analysis of ruin-related quantities in the delayed renewal risk model (Q903333)

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On the analysis of ruin-related quantities in the delayed renewal risk model
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    On the analysis of ruin-related quantities in the delayed renewal risk model (English)
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    5 January 2016
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    Gerber-Shiu function
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    delayed renewal risk model
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    time of ruin
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    deficit at ruin
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    maximal aggregate loss
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    stochastic decomposition
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    compound geometric convolution
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    distributional assumption of time until the first claim
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