"Ruin probabilities in a Markovian shot-noise environment."

Simon Pojer, Stefan Thonhauser (2023)

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DOI: 10.1017/JPR.2022.63

access: closed

type: Journal Article

metadata version: 2024-02-05

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Simon Pojer, Stefan Thonhauser:
Ruin probabilities in a Markovian shot-noise environment. J. Appl. Probab. 60(2): 542-556 (2023)

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