A generalization of Gerber's inequality for ruin probabilities in risk-switching models (Q1687220)
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English | A generalization of Gerber's inequality for ruin probabilities in risk-switching models |
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A generalization of Gerber's inequality for ruin probabilities in risk-switching models (English)
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22 December 2017
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risk operators
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risk-switching models
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ruin probabilities
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Gerber's inequality
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Markov chains
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