Approximations to ruin probability in the presence of an upper absorbing barrier (Q3707220)
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scientific article; zbMATH DE number 3936333
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| English | Approximations to ruin probability in the presence of an upper absorbing barrier |
scientific article; zbMATH DE number 3936333 |
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Approximations to ruin probability in the presence of an upper absorbing barrier (English)
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1984
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exact solutions for ruin probabilities
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absorbing upper barrier
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embedded Markov chain
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numerical approximations
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