Probabilistic approach to risk processes with level-dependent premium rate
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Publication:6607490
DOI10.1016/J.INSMATHECO.2024.06.002zbMATH Open1544.9126MaRDI QIDQ6607490FDOQ6607490
Authors: Denis E. Denisov, Niklas Gotthardt, Dmitry Korshunov, Vitali Wachtel 
Publication date: 18 September 2024
Published in: Insurance Mathematics \& Economics (Search for Journal in Brave)
risk processtransient Markov chainCramér-Lundberg modeldown-crossing probabilitiesheavy-tailed ruin probabilitylevel-dependent premium rate
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