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  • Search: subject:"two-sided firstexit time"
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Finanzmathematik 1 Mathematical finance 1 Probability theory 1 Renewal risk model 1 Risiko 1 Risikomodell 1 Risk 1 Risk model 1 Statistical distribution 1 Statistische Verteilung 1 Stochastic process 1 Stochastischer Prozess 1 Theorie 1 Theory 1 Wahrscheinlichkeitsrechnung 1 exponentiallytilted probability measure 1 jump diffusion process 1 mixed Erlang distribution 1 number of claimsto ruin 1 overshoot andundershoot 1 ruinprobability 1 two-sided firstexit time 1
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Article in journal 1 Aufsatz in Zeitschrift 1
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English 1
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Boutsikasa, M. V. 1 Economidesa, D.-J. 1 Vaggelatou, E. 1
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Scandinavian actuarial journal 1
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ECONIS (ZBW) 1
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On the time and aggregate claim amount until the surplus dropsbelow zero or reaches a safety level in a jump diffusion risk model
Boutsikasa, M. V.; Economidesa, D.-J.; Vaggelatou, E. - In: Scandinavian actuarial journal 2024 (2024) 1, pp. 64-88
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