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- W3027069920 abstract "In insurance mathematics, specifically in risk theory, mainly functional analytic techniques are used. In this paper, we give an alternative approach to deriving some well-known, basic, but important results on the classical collective risk model. Applying techniques based on Itô's calculus, we derive an integro-differential equation for the Gerber-Shiu function, under the Cramér-Lundberg model." @default.
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- W3027069920 date "2020-01-01" @default.
- W3027069920 modified "2023-09-23" @default.
- W3027069920 title "Itô calculus for Cramér-Lundberg model" @default.
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- W3027069920 doi "https://doi.org/10.14495/jsiaml.12.25" @default.
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