A quintuple law for Markov additive processes with phase-type jumps (Q3578675)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A quintuple law for Markov additive processes with phase-type jumps |
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A quintuple law for Markov additive processes with phase-type jumps (English)
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20 July 2010
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Markov additive process
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undershoot
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surplus
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ruin
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Gerber-Shiu function
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