Ruin Probabilities for Levy Processes with Mixed-Exponential Negative Jumps
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Publication:4830844
DOI10.1137/S0040585X980178zbMath1055.60040MaRDI QIDQ4830844
Publication date: 16 December 2004
Published in: Theory of Probability & Its Applications (Search for Journal in Brave)
Processes with independent increments; Lévy processes (60G51) Stopping times; optimal stopping problems; gambling theory (60G40)
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