A Note on Ruin in a Two State Markov Model
Year of publication: |
2001-11-01
|
---|---|
Authors: | Wagner, Christian |
Published in: | |
Publisher: |
International Actuarial Association / Actuarial Studies in Non-Life Insurance |
Subject: | Markov Kette | markov chain | Ruintheorie | rmite time ruin probabilities |
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