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scientific article; zbMATH DE number 1423207
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scientific article; zbMATH DE number 1423207

    Statements

    publication date
    24 August 2000
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    zbMATH Keywords
    ruin theory
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    change of measure
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    Markov modulated risk process
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    derivative securities
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    Identifiers

    Mathematics Subject Classification ID
    62P05
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    91B30
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    60J70
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    91G20
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    zbMATH DE Number
    1423207
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