On ruin probabilities with investments in a risky asset with a regime-switching price (Q2675817)

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On ruin probabilities with investments in a risky asset with a regime-switching price
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    On ruin probabilities with investments in a risky asset with a regime-switching price (English)
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    26 September 2022
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    ruin probabilities
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    risky investments
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    stochastic volatility
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    hidden Markov model
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    regime switching
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    implicit renewal theory
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