Drawdown analysis for the renewal insurance risk process (Q4575464)

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scientific article; zbMATH DE number 6903661
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    Drawdown analysis for the renewal insurance risk process
    scientific article; zbMATH DE number 6903661

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      Drawdown analysis for the renewal insurance risk process (English)
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      13 July 2018
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      drawdown
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      two-sided exit problem
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      fluid flow technique
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      renewal insurance risk process
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      constant dividend barrier strategy
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      ruin probability
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