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Occupation measure and local time of classical risk processes - MaRDI portal

Occupation measure and local time of classical risk processes (Q817294)

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scientific article; zbMATH DE number 5009869
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English
Occupation measure and local time of classical risk processes
scientific article; zbMATH DE number 5009869

    Statements

    Occupation measure and local time of classical risk processes (English)
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    8 March 2006
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    classical risk process
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    local time
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    negative surplus
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    occupation time
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    recovery costs
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    Identifiers