Ruin Probabilities in Regime-Switching Models with Imprecise Information About the Switch
Year of publication: |
[2023]
|
---|---|
Authors: | Gajek, Leslaw |
Publisher: |
[S.l.] : SSRN |
Subject: | Theorie | Theory | Wahrscheinlichkeitsrechnung | Probability theory | Markov-Kette | Markov chain |
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