Analysis of risk models using a level crossing technique
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Publication:654805
DOI10.1016/j.insmatheco.2011.05.005zbMath1284.91210MaRDI QIDQ654805
Publication date: 21 December 2011
Published in: Insurance Mathematics \& Economics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.insmatheco.2011.05.005
deficit at ruin; dividend barrier or threshold; heavy-tailed claim sizes; hyperexponential claim sizes; level crossing method; time until ruin
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