Duration of negative surplus for a two state Markov-modulated risk model (Q551417): Difference between revisions
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| Property / author | |||
| Property / author: Xue-Min Ma / rank | |||
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| Property / author: Hu, Yijun / rank | |||
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| Property / author: Xue-Min Ma / rank | |||
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| Property / author: Hu, Yijun / rank | |||
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| Property / Mathematics Subject Classification ID: 91B30 / rank | |||
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| Property / Mathematics Subject Classification ID: 60J75 / rank | |||
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| Property / Mathematics Subject Classification ID: 62P05 / rank | |||
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| Property / zbMATH DE Number: 5926683 / rank | |||
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| Property / zbMATH Keywords | |||
homogeneous Markov process | |||
| Property / zbMATH Keywords: homogeneous Markov process / rank | |||
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ruin probability | |||
| Property / zbMATH Keywords: ruin probability / rank | |||
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deficit | |||
| Property / zbMATH Keywords: deficit / rank | |||
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| Property / zbMATH Keywords | |||
duration of negative surplus | |||
| Property / zbMATH Keywords: duration of negative surplus / rank | |||
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| Property / zbMATH Keywords | |||
compound Poisson risk model | |||
| Property / zbMATH Keywords: compound Poisson risk model / rank | |||
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| Property / MaRDI profile type: MaRDI publication profile / rank | |||
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| Property / full work available at URL: https://doi.org/10.1016/s0252-9602(10)60114-2 / rank | |||
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| Property / OpenAlex ID: W2050064644 / rank | |||
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Latest revision as of 12:13, 30 July 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Duration of negative surplus for a two state Markov-modulated risk model |
scientific article |
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Duration of negative surplus for a two state Markov-modulated risk model (English)
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19 July 2011
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homogeneous Markov process
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ruin probability
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deficit
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duration of negative surplus
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compound Poisson risk model
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