Ruin probabilities in Cox risk models with two dependent classes of business (Q2644356)
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scientific article
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English | Ruin probabilities in Cox risk models with two dependent classes of business |
scientific article |
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Ruin probabilities in Cox risk models with two dependent classes of business (English)
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31 August 2007
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Cox risk model
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ruin probability
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Markov process
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infinitesimal generator
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