Computing finite-time survival probabilities using multinomial approximations of risk models (Q4576904)

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scientific article; zbMATH DE number 6901682
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Computing finite-time survival probabilities using multinomial approximations of risk models
scientific article; zbMATH DE number 6901682

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    Computing finite-time survival probabilities using multinomial approximations of risk models (English)
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    11 July 2018
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    finite-time survival probabilities
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    lattice models
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    risk models with investment income
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