"Simulation of ruin probabilities for risk processes of Markovian type."

Hansjörg Albrecher, Josef Kantor (2002)

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DOI: 10.1515/MCMA.2002.8.2.111

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type: Journal Article

metadata version: 2024-10-06

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Hansjörg Albrecher, Josef Kantor:
Simulation of ruin probabilities for risk processes of Markovian type. Monte Carlo Methods Appl. 8(2): 111-128 (2002)

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