The risk model under rates of interest (Q4647697)
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scientific article; zbMATH DE number 6102712
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| English | The risk model under rates of interest |
scientific article; zbMATH DE number 6102712 |
Statements
7 November 2012
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risk model
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rate of interest
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upper bound
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ultimate ruin probability
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autoregressive structure
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order two
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0.8945001363754272
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0.8659842610359192
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0.8656230568885803
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0.8652598261833191
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