The Probability of Ruin in a Kind of Cox Risk Model with Variable Premium Rate
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Publication:5430573
DOI10.1080/03461230310017216zbMath1142.62096OpenAlexW2073815487MaRDI QIDQ5430573
Publication date: 16 December 2007
Published in: Scandinavian Actuarial Journal (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/03461230310017216
Laplace transformintegral equationruin probabilityMarkov propertyCox risk modelvariable premium rate
Applications of statistics to actuarial sciences and financial mathematics (62P05) Applications of Markov chains and discrete-time Markov processes on general state spaces (social mobility, learning theory, industrial processes, etc.) (60J20)
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