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Publication:2923507
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zbMath1313.91098MaRDI QIDQ2923507

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Publication date: 3 November 2014


Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.

zbMATH Keywords

survival probabilityfinite-time ruin probabilitybidimensional risk model


Mathematics Subject Classification ID

Applications of statistics to actuarial sciences and financial mathematics (62P05) Applications of stochastic analysis (to PDEs, etc.) (60H30)


Related Items (4)

On joint ruin probability for a bidimensional Lévy-driven risk model with stochastic returns and heavy-tailed claims ⋮ A PARTICULAR BIDIMENSIONAL TIME-DEPENDENT RENEWAL RISK MODEL WITH CONSTANT INTEREST RATES ⋮ On a two-dimensional risk model with time-dependent claim sizes and risky investments ⋮ A philos-type theorem for second-order neutral delay dynamic equations with damping







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