Ruin Probabilities in the Compound Markov Binomial Model (Q5467678)

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scientific article; zbMATH DE number 5026202
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Ruin Probabilities in the Compound Markov Binomial Model
scientific article; zbMATH DE number 5026202

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    Ruin Probabilities in the Compound Markov Binomial Model (English)
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    24 May 2006
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    ruin theory
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    Markov Bernoulli
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    Markov binomial
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    dependence
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    compound binomial model
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    Lundberg exponential bound
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    recursive calculation
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