scientific article; zbMATH DE number 7781217
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Publication:6182099
zbMath1530.91133arXiv2306.01502MaRDI QIDQ6182099
Arvydas Karbonskis, Andrius Grigutis, Jonas Šiaulys
Publication date: 20 December 2023
Full work available at URL: https://arxiv.org/abs/2306.01502
Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.
random walkruin probabilityclassical risk modeldiscrete-time risk modelnet profit conditionSparre Andersen risk model
Sums of independent random variables; random walks (60G50) Applications of renewal theory (reliability, demand theory, etc.) (60K10) Risk models (general) (91B05)
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