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~isPartOf:"ASTIN Bulletin- The Journal of the ASTIN and AFIR Section of the International Actuarial Association"
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ASTIN Bulletin- The Journal of the ASTIN and AFIR Section of the International Actuarial Association
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A Note on Ruin in a Two State Markov Model
Wagner, Christian
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2001
We are dealing with the ruin probability and the expected ruin time in a two state Markov model ...
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