On the analysis of a multi-threshold Markovian risk model (Q3608225)

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On the analysis of a multi-threshold Markovian risk model
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    On the analysis of a multi-threshold Markovian risk model (English)
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    28 February 2009
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    Sparre Andersen risk model
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    phase-type distribution
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    Markovian arrival process
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    Laplace-Stieltjes transform
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    multi-threshold Markovian risk model
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