Some results about the expected ruin time in Markov-modulated risk models (Q2563881): Difference between revisions
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Some results about the expected ruin time in Markov-modulated risk models |
scientific article |
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Some results about the expected ruin time in Markov-modulated risk models (English)
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9 April 1997
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Markov-modulated model
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renewal theory
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differential system
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stochastic ordering
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coupling
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