Ruin probability in the continuous-time compound binomial model (Q882856)

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Ruin probability in the continuous-time compound binomial model
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    Ruin probability in the continuous-time compound binomial model (English)
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    24 May 2007
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    continuous-time compound binomial model
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    Piecewise deterministic Markov process (PDMP)
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    Ruin probability
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    Lundberg bounds
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    Cramér-Lundberg approximations
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