Analysis of some ruin-related quantities in a Markov-modulated risk model (Q3186003)
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English | Analysis of some ruin-related quantities in a Markov-modulated risk model |
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Analysis of some ruin-related quantities in a Markov-modulated risk model (English)
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8 August 2016
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Markov-modulated risk model
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Laplace transform
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probability generating function
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