Exact expressions and upper bound for ruin probabilities in the compound Markov binomial model (Q977152): Difference between revisions

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Property / full work available at URL: https://doi.org/10.1016/j.insmatheco.2004.03.008 / rank
 
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Property / OpenAlex ID: W2073548286 / rank
 
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Latest revision as of 23:05, 2 July 2024

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Exact expressions and upper bound for ruin probabilities in the compound Markov binomial model
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    Exact expressions and upper bound for ruin probabilities in the compound Markov binomial model (English)
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    20 June 2010
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    ruin theory
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    compound Markov binomial model
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    dependence
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    compound binomial model
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    compound geometric tail
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    upper bound
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