A quintuple law for Markov additive processes with phase-type jumps (Q3578675): Difference between revisions

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Property / full work available at URL: https://doi.org/10.1239/jap/1276784902 / rank
 
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Latest revision as of 00:29, 3 July 2024

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A quintuple law for Markov additive processes with phase-type jumps
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    A quintuple law for Markov additive processes with phase-type jumps (English)
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    20 July 2010
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    Markov additive process
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    undershoot
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    surplus
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    ruin
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    Gerber-Shiu function
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