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Nguyen Huy Hoang, Tran Thi Hai Ly and Nguyen Quang Chung
Inequalities for the probability of ruin in a reinsurance risk model with
m
-dependence assumptions
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Nguyen Huy Hoang
Tran Thi Hai Ly
Nguyen Quang Chung
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91B30
60K05
60K10
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discrete time risk model
reinsurance
m
-dependence random variables
ultimate ruin probability
Martingale process
recursive equation
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