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  • On the Expected Discounted Penalty Function for Levy Risk Processes
    On the Expected Discounted Penalty Function for Levy Risk Processes In this article the authors work ... work out the expected discounted penalty function for Levy processes. Unlike the classical compound Poisson ...

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    • Authors: José Garrido, Manuel Morales
    • Date: Jan 2006
    • Competency: Technical Skills & Analytical Problem Solving
    • Topics: Modeling & Statistical Methods