The maximum severity of ruin in a perturbed risk process with Markovian arrivals (Q1950740)

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The maximum severity of ruin in a perturbed risk process with Markovian arrivals
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    The maximum severity of ruin in a perturbed risk process with Markovian arrivals (English)
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    13 May 2013
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    perturbed risk processes
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    Markovian arrival processes
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    first passage times
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    time of recovery
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    maximum severity of ruin
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