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Risk measures related to the surplus process in the compound Markov binomial model. (English. French, German summary) Zbl 1333.91022


MSC:

91B30 Risk theory, insurance (MSC2010)
60J10 Markov chains (discrete-time Markov processes on discrete state spaces)
60J20 Applications of Markov chains and discrete-time Markov processes on general state spaces (social mobility, learning theory, industrial processes, etc.)
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