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- W2058779968 abstract "A Markov risk model with two classes of insurance business is studied. In this model, the two classes of insurance business are independent. Each of the two independent claim number processes is the number of jumps of a Markov jump process from time 0 to t, whichever has not independent increments in general. An integral equation satisfied by the ruin probability is obtained and the bounds for the convergence rate of the ruin probability are given by using a generalized renewal technique." @default.
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- W2058779968 date "2011-11-01" @default.
- W2058779968 modified "2023-09-26" @default.
- W2058779968 title "A Markov Risk Model with Two Classes of Insurance Business" @default.
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- W2058779968 doi "https://doi.org/10.1080/07362994.2011.610174" @default.
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