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- W2376186060 abstract "In this paper,we consider a generalized risk model perturbed by diffusion involving two independent classes of insurance risks.By martingale approach,we assume that the two claim number processes are independent Poisson processes,an integro-differential equation for the ruin probability is obtained.The Lundberg inequality is derived.Finally,an example is presented." @default.
- W2376186060 created "2016-06-24" @default.
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- W2376186060 date "2011-01-01" @default.
- W2376186060 modified "2023-09-25" @default.
- W2376186060 title "RUIN PROBABILITY FOR A GENERALIZED RISK MODEL WITH NEGATIVE RISK SUMS" @default.
- W2376186060 hasPublicationYear "2011" @default.
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