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Showing 1 to 1 of 1 for “"Inhomogeneous renewal risk model ; Ruin probability ; Lundberg-type inequality ; Renewal process"”.
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Bankroto tikimybė nehomogeniniam rizikos atstatymo modeliu /
In the thesis ruin probability in an inhomogeneous renewal risk model is investigated. The main purpose of the thesis is to find conditions such that we could apply similar estimations of ruin probability for an inhomogeneous renewal risk model like for the homogeneous one. A Lundberg-type …