The finite/infinite horizon ruin problem with multi-threshold premiums: a Markov fluid queue approach (Q2014662)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | The finite/infinite horizon ruin problem with multi-threshold premiums: a Markov fluid queue approach |
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The finite/infinite horizon ruin problem with multi-threshold premiums: a Markov fluid queue approach (English)
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25 August 2017
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ruin probabilities
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Markov fluid queues
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numerical method
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