Ruin probabilities in models with a Markov chain dependence structure (Q2868616)

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Ruin probabilities in models with a Markov chain dependence structure
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    Ruin probabilities in models with a Markov chain dependence structure (English)
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    17 December 2013
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    ruin probability
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    dependence
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    Markov chain
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    random walk
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    matrix exponential distribution
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