The compound Poisson risk model with multiple thresholds (Q998276)

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scientific article; zbMATH DE number 5499587
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The compound Poisson risk model with multiple thresholds
scientific article; zbMATH DE number 5499587

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    The compound Poisson risk model with multiple thresholds (English)
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    28 January 2009
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    compound Poisson model
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    expected discounted penalty function
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    integro-differential equation
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    multiple threshold strategy
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    probability of ruin
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