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Denis Denisov

The University of Manchester

Oxford Road

Manchester, M13 9PL

United Kingdom

SCHOLARLY PAPERS

1

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45

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0

Scholarly Papers (1)

1.

Probabilistic Approach to Risk Processes With Level-Dependent Premium Rate

Number of pages: 37 Posted: 08 Nov 2023
The University of Manchester, University of Augsburg, Lancaster University and Bielefeld University
Downloads 45 (1,133,231)

Abstract:

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Cramer-Lundberg model, level-dependant premium rate, heavy-tailed ruin probability, transient Markov chain, down-crossing probabilities