On ruin probabilities with risky investments in a stock with stochastic volatility (Q825994)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On ruin probabilities with risky investments in a stock with stochastic volatility |
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On ruin probabilities with risky investments in a stock with stochastic volatility (English)
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18 December 2021
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ruin probabilities
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stochastic volatility
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telegraph signal
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hidden Markov model
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regime switching
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implicit renewal theory
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