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Document Details : Title: A Note on Ruin in a Two State Markov Model Author(s): WAGNER, Ch. Journal: ASTIN Bulletin Volume: 31 Issue: 2 Date: November 2001 Pages: 349-358 DOI: 10.2143/AST.31.2.1010 Abstract : We are dealing with the ruin probability and the expected ruin time in a two state Markov model where the premium is the reciprocal of an integer and the initial surplus is a multiple of the premium. |
