Bounds of ruin probability for regime-switching models using time scale separation (Q3440848)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Bounds of ruin probability for regime-switching models using time scale separation |
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Bounds of ruin probability for regime-switching models using time scale separation (English)
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29 May 2007
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bounds of ruin probability
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regime-switching models
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time scale separation
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Markov chain
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two-time scale
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