\(\mathrm{G}/\mathrm{M}/1\) type structure of a risk model with general claim sizes in a Markovian environment (Q2358890): Difference between revisions

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\(\mathrm{G}/\mathrm{M}/1\) type structure of a risk model with general claim sizes in a Markovian environment
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    \(\mathrm{G}/\mathrm{M}/1\) type structure of a risk model with general claim sizes in a Markovian environment (English)
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    16 June 2017
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    risk model
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    surplus process
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    ruin probability
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    first-passage time
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    penalty function
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