Ruin probabilities and the compound Poisson-Markov chain (Q3810767)
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English | Ruin probabilities and the compound Poisson-Markov chain |
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Ruin probabilities and the compound Poisson-Markov chain (English)
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1986
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compound Poisson process
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collective risk theory
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probability of non- ruin
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waiting time
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Poisson input
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semi-Markov service time
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