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~subject:"Stochastischer Prozess"
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Stochastischer Prozess
Scale function
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q-scale function
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60J70
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60K37
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Nonparametric scale function
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Splitting tree
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Time series analysis
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occupation time
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scale function
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n-dimensional Laplace transforms of occupation times for spectrally negative Lévy processes
Kuang, Xuebing
;
Zhou, Xiaowen
- In:
Risks : open access journal
5
(
2017
)
1
,
pp. 1-14
Persistent link: https://www.econbiz.de/10011636384
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2
Generalized expected discounted penalty function at general drawdown for Lévy risk processes
Wang, Wenyuan
;
Chen, Ping
;
Li, Shuanming
- In:
Insurance / Mathematics & economics
91
(
2020
),
pp. 12-25
Persistent link: https://www.econbiz.de/10012241972
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3
On series expansions for scale functions and other ruin-related quantities
Landriault, David
;
Willmot, Gordon E.
- In:
Scandinavian actuarial journal
2020
(
2020
)
4
,
pp. 292-306
Persistent link: https://www.econbiz.de/10012262737
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4
Optimal periodic dividend and capital injection problem for spectrally positive Lévy processes
Zhao, Yongxia
;
Chen, Ping
;
Yang, Hailiang
- In:
Insurance / Mathematics & economics
74
(
2017
),
pp. 135-146
Persistent link: https://www.econbiz.de/10011712427
Saved in:
5
On the occupation times in a delayed Sparre Andersen risk model with exponential claims
Jin, Can
;
Li, Shuanming
;
Wu, Xueyuan
- In:
Insurance / Mathematics & economics
71
(
2016
),
pp. 304-316
Persistent link: https://www.econbiz.de/10011630855
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