Banach contraction principle and ruin probabilities in regime-switching models (Q1641139)

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Banach contraction principle and ruin probabilities in regime-switching models
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    Banach contraction principle and ruin probabilities in regime-switching models (English)
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    15 June 2018
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    risk operators
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    Banach contraction principle
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    regime-switching models
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    ruin probabilities
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    Markov chains
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