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  • Search: subject:"Markov-modulated jump–diffusion risk model"
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Actuarial mathematics 2 Banach contraction principle 2 Probability theory 2 Risiko 2 Risikomanagement 2 Risikomodell 2 Risk 2 Risk management 2 Risk model 2 Theorie 2 Theory 2 Versicherungsmathematik 2 Wahrscheinlichkeitsrechnung 2 q-scale function 2 60J70 1 60K37 1 91G05 1 Markov-modulated jump-diffusion risk model 1 Markov-modulated jump–diffusion risk model 1 Ruin probability 1 Two-sided ruin probability 1
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Article in journal 2 Aufsatz in Zeitschrift 2
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English 2
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Jiang, Zhengjun 2 Liu, Yuxuan 2 Qu, Yixin 1 Zhang, Yiwen 1
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Scandinavian actuarial journal 2
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ECONIS (ZBW) 2
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q-scale function, Banach contraction principle, and ultimate ruin probability in a Markov-modulated jump-diffusion risk model
Liu, Yuxuan; Jiang, Zhengjun; Zhang, Yiwen - In: Scandinavian actuarial journal 2023 (2023) 1, pp. 38-50
Persistent link: https://www.econbiz.de/10013491049
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Gambler's ruin problem in a Markov-modulated jump-diffusion risk model
Liu, Yuxuan; Jiang, Zhengjun; Qu, Yixin - In: Scandinavian actuarial journal 2022 (2022) 8, pp. 682-694
Persistent link: https://www.econbiz.de/10013370732
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