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Asymptotic results for ruin probability in a two-dimensional risk model with stochastic investment returns.
Fenglong Guo
Dingcheng Wang
Hailiang Yang
Published in:
J. Comput. Appl. Math. (2017)
Keyphrases
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three dimensional
statistical model
mathematical model
probabilistic model
computational model
decision making
formal model
stochastic model
probability model
stochastic programming
markov chain
theoretical framework
prior knowledge
steady state
experimental data
stochastic processes
closed form expressions