Applications of a change of measures technique for compound mixed renewal processes to the ruin problem (Q2122922)
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English | Applications of a change of measures technique for compound mixed renewal processes to the ruin problem |
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Applications of a change of measures technique for compound mixed renewal processes to the ruin problem (English)
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7 April 2022
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compound mixed renewal process
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change of measures
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progressively equivalent measures
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regular conditional probabilities
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ruin probability
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