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A Distribution of Extreme Value for a Compound Binomial Risk Model under Rates with Autoregressive Structure of Order 2

机译:具有二阶自回归结构的利率下复合二项式风险模型的极值分布

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In this paper, we consider a compound binomial risk model under Rates with autoregressive structure of order 2; derive the distribution of the maximum surplus before the ruin and the integral equation satisfied by the distribution.
机译:在本文中,我们考虑了具有二阶自回归结构的利率下的复合二项式风险模型。得出废墟前最大盈余的分布以及该分布所满足的积分方程。

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