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Ruin Estimation for a General Insurance Risk Model
Paul Embrechts and Hanspeter Schmidli
Advances in Applied Probability
Vol. 26, No. 2 (Jun., 1994), pp. 404-422
Published by: Applied Probability Trust
Stable URL: http://www.jstor.org/stable/1427443
Page Count: 19
You can always find the topics here!Topics: Martingales, Insurance risk, Investment risk, Markov processes, Economic theory, Surplus, Economic inflation, Economic models, Mathematical theorems, Net profits
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The theory of piecewise-deterministic Markov processes is used in order to investigate insurance risk models where borrowing, investment and inflation are present.
Advances in Applied Probability © 1994 Applied Probability Trust