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On the Probability of Ruin in a Markov-modulated Risk Model
On the Probability of Ruin in a Markov-modulated Risk Model This paper endeavors to obtain the explicit formulas of the probability of ruin in a Markov-modulated model where claim intensities, ...- Authors: Yi Lu, Shuanming Li
- Date: Jan 2005
- Competency: Technical Skills & Analytical Problem Solving>Process and technique refinement
- Topics: Modeling & Statistical Methods>Markov Chain