On a multi-dimensional risk model with regime switching (Q320264)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On a multi-dimensional risk model with regime switching |
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On a multi-dimensional risk model with regime switching (English)
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6 October 2016
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correlated risk model
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Cox process
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joint ruin probability
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modified Bessel function
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multi-dimensional risk models
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regime switching
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time of ruin
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upper bounds
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