Probabilistic approach to risk processes with level-dependent premium rate

arXiv2311.02484MaRDI QIDQ6458066

Denis Denisov, Niklas Gotthardt, Dmitrii Korshunov, Vitali Wachtel

Publication date: 4 November 2023

Mathematics Subject Classification ID

Applications of Markov chains and discrete-time Markov processes on general state spaces (social mobility, learning theory, industrial processes, etc.) (60J20) Large deviations (60F10) Risk models (general) (91B05)

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