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Applications of a change of measures technique for compound mixed renewal processes to the ruin problem - MaRDI portal

Applications of a change of measures technique for compound mixed renewal processes to the ruin problem (Q2122922)

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Applications of a change of measures technique for compound mixed renewal processes to the ruin problem
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    Applications of a change of measures technique for compound mixed renewal processes to the ruin problem (English)
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    7 April 2022
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    compound mixed renewal process
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    change of measures
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    progressively equivalent measures
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    regular conditional probabilities
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    ruin probability
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