The compound Poisson risk model with a threshold strategy under constant interest (Q2918345)

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scientific article; zbMATH DE number 6091946
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The compound Poisson risk model with a threshold strategy under constant interest
scientific article; zbMATH DE number 6091946

    Statements

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    5 October 2012
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    expected discounted penalty function
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    ruin probability
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    integro-differential function
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    deficit at ruin
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    surplus immediately before ruin
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    The compound Poisson risk model with a threshold strategy under constant interest (English)
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