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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