Ruin Probabilities of a Dual Markov-Modulated Risk Model (Q5495071): Difference between revisions
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| Property / full work available at URL: https://doi.org/10.1080/03610920802117080 / rank | |||
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| Property / OpenAlex ID: W2076412603 / rank | |||
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| Property / cites work: Optimal dividends in the dual model / rank | |||
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| Property / cites work: Aspects of risk theory / rank | |||
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| Property / cites work: A CONVEXITY PROPERTY OF POSITIVE MATRICES / rank | |||
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| Property / cites work: Q5592832 / rank | |||
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Latest revision as of 19:18, 8 July 2024
scientific article; zbMATH DE number 6323207
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Ruin Probabilities of a Dual Markov-Modulated Risk Model |
scientific article; zbMATH DE number 6323207 |
Statements
Ruin Probabilities of a Dual Markov-Modulated Risk Model (English)
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30 July 2014
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dual model
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finite time ruin probability
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lower bound
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Lundberg inequality
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Markov-modulated model
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martingale approach
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stopping time
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the time to ruin
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ultimate ruin probability
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upper bound
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