On ruin probabilities with investments in a risky asset with a regime-switching price (Q2675817)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On ruin probabilities with investments in a risky asset with a regime-switching price |
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On ruin probabilities with investments in a risky asset with a regime-switching price (English)
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26 September 2022
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ruin probabilities
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risky investments
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stochastic volatility
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hidden Markov model
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regime switching
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implicit renewal theory
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