The ruin problem for a double risk model with constant rates of interest (Q3074062)
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scientific article; zbMATH DE number 5851314
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| English | The ruin problem for a double risk model with constant rates of interest |
scientific article; zbMATH DE number 5851314 |
Statements
14 February 2011
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double risk model
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Poisson process
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Erlang(2) process
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Wiener process
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constant rate
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integro-differential equations
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ruin probability function
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0.8936442136764526
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0.872198760509491
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0.8576732277870178
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0.8573355078697205
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0.8572747707366943
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