Finite and infinite time ruin probabilities in a stochastic economic environment.
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Publication:1879535
DOI10.1016/S0304-4149(00)00083-1zbMath1047.60040MaRDI QIDQ1879535
Publication date: 22 September 2004
Published in: Stochastic Processes and their Applications (Search for Journal in Brave)
large deviations theoryruin problemstochastic discountinglevel-crossing probabilityinsurance mathematics
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