The method of successive approximations for calculating the probability of bankruptcy of a risk process in a Markovian environment (Q2571532)
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| Language | Label | Description | Also known as |
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| English | The method of successive approximations for calculating the probability of bankruptcy of a risk process in a Markovian environment |
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The method of successive approximations for calculating the probability of bankruptcy of a risk process in a Markovian environment (English)
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11 November 2005
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actuarial mathematics
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risk process
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Markovian chain
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bankruptcy probability
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system of integral equations
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method of successive approximations
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