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On a multi-threshold compound Poisson process perturbed by diffusion
Mitric, Ilie-Radu, (2010)
On the discounted distribution functions of the surplus process perturbed by diffusion
Tsai, Cary Chi-Liang, (2001)
On the discounted distribution functions for the Erlang(2) risk process
Tsai, Cary Chi-Liang, (2004)