Present value distributions with applications to ruin theory and stochastic equations (Q1965872)

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scientific article; zbMATH DE number 1409138
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English
Present value distributions with applications to ruin theory and stochastic equations
scientific article; zbMATH DE number 1409138

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    Present value distributions with applications to ruin theory and stochastic equations (English)
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    1 March 2000
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    present value distribution
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    ruin probability
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    stochastic equation
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    integro-differential equation
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    characteristic function
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    Laplace transform
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