Gambler's ruin problem in a Markov-modulated jump-diffusion risk model

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Publication:5042786

DOI10.1080/03461238.2021.2025145zbMath1501.91157OpenAlexW4207027020MaRDI QIDQ5042786

Zhengjun Jiang, Yuxuan Liu, Yixin Qu

Publication date: 26 October 2022

Published in: Scandinavian Actuarial Journal (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03461238.2021.2025145







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