A quintuple law for Markov additive processes with phase-type jumps (Q3578675): Difference between revisions
From MaRDI portal
Latest revision as of 00:29, 3 July 2024
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | A quintuple law for Markov additive processes with phase-type jumps |
scientific article |
Statements
A quintuple law for Markov additive processes with phase-type jumps (English)
0 references
20 July 2010
0 references
Markov additive process
0 references
undershoot
0 references
surplus
0 references
ruin
0 references
Gerber-Shiu function
0 references
0 references
0 references