Ruin probability for a discrete time model with investment returns and dependent structure (Q3175183)
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scientific article; zbMATH DE number 6907462
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| English | Ruin probability for a discrete time model with investment returns and dependent structure |
scientific article; zbMATH DE number 6907462 |
Statements
18 July 2018
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autoregressive structure of order one
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Markov chain
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ruin probability
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0.9073057174682616
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0.8501777052879333
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0.8388479948043823
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