Markov-modulated diffusion risk models (Q5430569)
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scientific article; zbMATH DE number 5220294
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Markov-modulated diffusion risk models |
scientific article; zbMATH DE number 5220294 |
Statements
Markov-modulated diffusion risk models (English)
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16 December 2007
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ruin probability
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adjustment coefficient
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diffusion approximation
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stochastic orderings
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