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- W2377386341 abstract "This paper studies finite and infinite time ruin probabilities in a completely discrete time risk model with a Markov chain interest.Recursive and integral equations for the ruin probabilities are given.When interest rates are non-negative,generalized Lundberg inequality for the infinite time ruin probability is derived by martingale approach." @default.
- W2377386341 created "2016-06-24" @default.
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- W2377386341 date "2006-01-01" @default.
- W2377386341 modified "2023-09-23" @default.
- W2377386341 title "Ruin Probabilities in a Discrete Time Risk Model with a Markov Chain Interest" @default.
- W2377386341 hasPublicationYear "2006" @default.
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