Expansions for Markov-modulated systems and approximations of ruin probability (Q4877404): Difference between revisions
From MaRDI portal
Set profile property. |
Set OpenAlex properties. |
||
| Property / full work available at URL | |||
| Property / full work available at URL: https://doi.org/10.2307/3215264 / rank | |||
Normal rank | |||
| Property / OpenAlex ID | |||
| Property / OpenAlex ID: W2083766138 / rank | |||
Normal rank | |||
Latest revision as of 19:33, 19 March 2024
scientific article; zbMATH DE number 877711
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Expansions for Markov-modulated systems and approximations of ruin probability |
scientific article; zbMATH DE number 877711 |
Statements
Expansions for Markov-modulated systems and approximations of ruin probability (English)
0 references
12 May 1996
0 references
Cox process
0 references
intensity
0 references
factorial moments
0 references
stationary Markov process
0 references
premium rate function
0 references
