Simulation of ruin probabilities for risk processes of Markovian type (Q3148741)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Simulation of ruin probabilities for risk processes of Markovian type |
scientific article |
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Simulation of ruin probabilities for risk processes of Markovian type (English)
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22 September 2002
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classical risk model
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Markovian structure
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copula function
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ruin probabilities
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