2013•Applied mathematics/Applied Mathematics. A Journal of Chinese Universities/Gao-xiao yingyong shuxue xuebaoRequires access

Ruin Probability in a Generalized Risk Process under Rates of Interest with Homogenous Markov Chain Claims and Homogenous Markov Chain Interests

Quang Phung Duy

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Key concepts: Mathematics, Markov chain, Ruin theory, Markov process, First-hitting-time model, Applied mathematics, Markov property, Continuous-time Markov chain

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