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The cumulant representation of the Lundberg root in the case of semicontinuous processes - MaRDI portal

The cumulant representation of the Lundberg root in the case of semicontinuous processes (Q3114543)

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The cumulant representation of the Lundberg root in the case of semicontinuous processes
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    The cumulant representation of the Lundberg root in the case of semicontinuous processes (English)
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    19 February 2012
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    independent increments
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    negative jumps
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    Lundberg equation
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