Time in the red in a two state Markov model. (Q1413365)
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scientific article; zbMATH DE number 2004059
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Time in the red in a two state Markov model. |
scientific article; zbMATH DE number 2004059 |
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Time in the red in a two state Markov model. (English)
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16 November 2003
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Ruin probability
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Severity of ruin
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