Ruin probabilities in models with a Markov chain dependence structure

Author: Constantinescu C.   Kortschak D.   Maume-Deschamps V.  

Publisher: Taylor & Francis Ltd

ISSN: 0346-1238

Source: Scandinavian Actuarial Journal, Vol.2013, Iss.6, 2013-11, pp. : 453-476

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Abstract