The finite-time ruin probability of time-dependent risk model with stochastic return and Brownian perturbation (Q2174800)
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English | The finite-time ruin probability of time-dependent risk model with stochastic return and Brownian perturbation |
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The finite-time ruin probability of time-dependent risk model with stochastic return and Brownian perturbation (English)
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27 April 2020
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finite-time ruin probability
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Lévy process
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Brownian perturbation
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heavy-tailed distribution
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