Ruin theory in a financial corporation model with credit risk. (Q1413343): Difference between revisions

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Property / cites work: Recursive calculation of finite-time ruin probabilities / rank
 
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Revision as of 12:28, 6 June 2024

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Ruin theory in a financial corporation model with credit risk.
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    Ruin theory in a financial corporation model with credit risk. (English)
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    16 November 2003
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    Credit rating
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    Markov chain
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    Default time
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    Severity of ruin
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    Recursive equation
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    Volterra type integral equation system
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