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Parisian ruin in a discrete-time Markov-modulated dual risk model.

Bara KimJeongsim KimHyunjoo Yoo
Published in: Comput. Ind. Eng. (2022)
Keyphrases
  • markov modulated
  • poisson process
  • probabilistic model
  • bayesian networks
  • special case
  • neural network model
  • regression model