Ruin Probabilities of a Dual Markov-Modulated Risk Model
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Publication:5495071
DOI10.1080/03610920802117080zbMath1292.91100OpenAlexW2076412603MaRDI QIDQ5495071
Publication date: 30 July 2014
Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/03610920802117080
upper boundstopping timelower boundmartingale approachdual modelultimate ruin probabilityfinite time ruin probabilityLundberg inequalityMarkov-modulated modelthe time to ruin
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