The Expected Discounted Penalty at Ruin for a Markov-Modulated Risk Process Perturbed by Diffusion (Q5019736): Difference between revisions

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+https://doi.org/10.1080/10920277.2007.10597456
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+W1975354846
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+Risk theory in a Markovian environment
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+Some results about the expected ruin time in Markov-modulated risk models
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