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Ruin theory in a financial corporation model with credit risk
Hailiang Yang
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Corresponding author for this work
The University of Hong Kong
Research output
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Contribution to journal
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Article
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peer-review
7
Citations (Scopus)
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Mathematics
Ruin Probability
100%
Credit Risk
100%
Risk Model
50%
Ruin Time
50%
Equation System
50%
Recursive Equation
50%
Finite Time
50%
Integral Equation
50%
Markov Chain
50%
Joint Distribution
50%