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scientific article; zbMATH DE number 1423207
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| English | No label defined |
scientific article; zbMATH DE number 1423207 |
Statements
24 August 2000
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ruin theory
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change of measure
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Markov modulated risk process
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derivative securities
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0.8540199995040894
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0.8092358708381653
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0.7924039363861084
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0.7923701405525208
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0.7923313975334167
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