Ruin theory with compounding assets -- a survey (Q1265912): Difference between revisions

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Revision as of 09:43, 31 January 2024

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Ruin theory with compounding assets -- a survey
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    Ruin theory with compounding assets -- a survey (English)
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    1998
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    compounded risk process
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    probability of ruin
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    upper bounds
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    asymptotic results
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    numerical methods
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    simulation
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    diffusion approximation
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    ruin theory
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