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Property / full work available at URL: https://doi.org/10.1080/15326349.2011.593408 / rank
 
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Latest revision as of 14:11, 4 July 2024

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Ruin Theory in a Hidden Markov-Modulated Risk Model
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    Ruin Theory in a Hidden Markov-Modulated Risk Model (English)
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    21 October 2011
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    Dirichlet problem
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    filtering
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    hidden Markovian regime-switching model
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    innovations approach
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    partial differential equation
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    ruin probability
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