The time value of absolute ruin for a general risk model (Q2886006)

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scientific article; zbMATH DE number 6040836
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The time value of absolute ruin for a general risk model
scientific article; zbMATH DE number 6040836

    Statements

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    1 June 2012
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    absolute ruin
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    expected discounted penalty function
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    integro-differential equation
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    probability of recovery
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    The time value of absolute ruin for a general risk model (English)
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