Parisian ruin probability for Markov additive risk processes (Q1712241): Difference between revisions

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Revision as of 04:25, 5 March 2024

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Parisian ruin probability for Markov additive risk processes
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    Parisian ruin probability for Markov additive risk processes (English)
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    21 January 2019
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    Markov additive risk process
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    Parisian ruin
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    scale matrices
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