Applications of a change of measures technique for compound mixed renewal processes to the ruin problem
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Publication:2122922
DOI10.15559/21-VMSTA192zbMath1489.60140arXiv2007.09266OpenAlexW3042921488MaRDI QIDQ2122922
Publication date: 7 April 2022
Published in: Modern Stochastics. Theory and Applications (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/2007.09266
ruin probabilitychange of measuresregular conditional probabilitiescompound mixed renewal processprogressively equivalent measures
Martingales with continuous parameter (60G44) Applications of renewal theory (reliability, demand theory, etc.) (60K10) Actuarial mathematics (91G05)
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