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Ruin probabilities and decompositions for general perturbed risk processes
Huzak, Miljenko ...
Članek preučuje splošne perturbirane procese tveganja. Zahtevki so modelirani kot subordinatorji, perturbacija pa je spektralno negativen Lévyjev proces z matematičnim upanjem 0. Izpeljana je ...Pollaczek-Hinčinova formula, podana pa je tudi interpretacija te formule.
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