Ruin Theory in a Hidden Markov-Modulated Risk Model (Q3094231)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Ruin Theory in a Hidden Markov-Modulated Risk Model |
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Ruin Theory in a Hidden Markov-Modulated Risk Model (English)
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21 October 2011
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Dirichlet problem
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filtering
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hidden Markovian regime-switching model
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innovations approach
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partial differential equation
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ruin probability
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