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Publication date: 17 May 2010

Full work available at URL: http://ebooks.worldscinet.com/ISBN/9789814282536/toc.shtml

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simulation stochastic control subexponential distributions large deviations risk process diffusion approximations compound Poisson model phase-type distributions ruin probabilities Markovian environment renewal model queuing models claim size distribution level-dependent risk process

Mathematics Subject Classification ID

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