On the probability of ruin in a Markov-modulated risk model (Q817286)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On the probability of ruin in a Markov-modulated risk model |
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On the probability of ruin in a Markov-modulated risk model (English)
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8 March 2006
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Markov-modulated processes
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semi-Markov processes
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\(K_{n}\)-family of distributions
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ruin theory
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non-ruin probability
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