Ruin probabilities in a Markovian shot-noise environment (Q6102052)

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scientific article; zbMATH DE number 7682998
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Ruin probabilities in a Markovian shot-noise environment
scientific article; zbMATH DE number 7682998

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    Ruin probabilities in a Markovian shot-noise environment (English)
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    8 May 2023
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    ruin theory
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    risk theory
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    piecewise-deterministic Markov processes (PDMP)
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    Cox processes
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