On the discounted distribution functions of the surplus process perturbed by diffusion. (Q1413277)

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scientific article; zbMATH DE number 2003988
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English
On the discounted distribution functions of the surplus process perturbed by diffusion.
scientific article; zbMATH DE number 2003988

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    On the discounted distribution functions of the surplus process perturbed by diffusion. (English)
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    16 November 2003
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    Discounted distribution function
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    Time of ruin
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    Diffusion process
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    Defective renewal equation
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