Drawdown analysis for the renewal insurance risk process (Q4575464): Difference between revisions
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scientific article; zbMATH DE number 6903661
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English | Drawdown analysis for the renewal insurance risk process |
scientific article; zbMATH DE number 6903661 |
Statements
Drawdown analysis for the renewal insurance risk process (English)
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13 July 2018
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drawdown
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two-sided exit problem
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fluid flow technique
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renewal insurance risk process
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constant dividend barrier strategy
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ruin probability
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