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Ruin Probabilities of Continuous-Time Risk Model with Dependent Claim Sizes and Interarrival Times.
Nguyen Huy Hoang
Bao Quoc Ta
Published in:
Int. J. Uncertain. Fuzziness Knowl. Based Syst. (2020)
Keyphrases
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computational model
probability distribution
statistical model
probabilistic model
mathematical model
objective function
decision trees
management system
theoretical analysis
prediction model
risk assessment
stochastic model
stochastic processes
markov processes