Numerical method for a Markov-modulated risk model with two-sided jumps
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Publication:1938188
DOI10.1155/2012/401562zbMath1264.91137WikidataQ58696524 ScholiaQ58696524MaRDI QIDQ1938188
Publication date: 4 February 2013
Published in: Abstract and Applied Analysis (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1155/2012/401562
91G60: Numerical methods (including Monte Carlo methods)
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