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Gerber-Shiu Function in the Compound Poisson Risk Model perturbed by diffusion under a Barrier Strategy
Gerber-Shiu Function in the Compound Poisson Risk Model perturbed by diffusion under a Barrier Strategy
2014
Leiping Jia
Yong Wu
Xiaoling Ma
Xiaoli Guo
Keywords:
Compound Poisson process
Mathematical optimization
Diffusion process
Poisson distribution
Mathematics
Mathematical analysis
risk model
Correction
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