Large claims approximations for risk processes in a Markovian environment
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Publication:1343592
DOI10.1016/0304-4149(93)00003-XzbMath0814.60067OpenAlexW1998015333MaRDI QIDQ1343592
Claudia Klüppelberg, Lotte Fløe Henriksen, Soren Asmussen
Publication date: 18 June 1995
Published in: Stochastic Processes and their Applications (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/0304-4149(93)00003-x
Markov processsubexponential distributionsrisk processprobability of ruinasymptotic ruin probabilitynon-Cramér case
Queueing theory (aspects of probability theory) (60K25) Applications of Markov chains and discrete-time Markov processes on general state spaces (social mobility, learning theory, industrial processes, etc.) (60J20)
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