The equivalence of the infinite time ruin problems for positive and negative risk models (Q3749996)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | The equivalence of the infinite time ruin problems for positive and negative risk models |
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The equivalence of the infinite time ruin problems for positive and negative risk models (English)
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1985
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infinite time ruin problems
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positive and negative risk models
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Andersen's model
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duality principle
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equivalence theorem
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probability of ruin
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queueing theory
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