Ruin theory for a Markov regime-switching model under a threshold dividend strategy (Q939367)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Ruin theory for a Markov regime-switching model under a threshold dividend strategy |
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Ruin theory for a Markov regime-switching model under a threshold dividend strategy (English)
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22 August 2008
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Markov regime-switching
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dividend
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ruin probability
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deficit at ruin
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integro-differential equation
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