On Erlang(2) Risk Process Perturbed by Diffusion (Q5704567)

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scientific article; zbMATH DE number 2229170
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On Erlang(2) Risk Process Perturbed by Diffusion
scientific article; zbMATH DE number 2229170

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    On Erlang(2) Risk Process Perturbed by Diffusion (English)
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    15 November 2005
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    adjustment-coefficient
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    Brownian motion with drift
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    diffusion
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    integral equation
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    Lundberg's inequality
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    martingale
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    random walk
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