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Revision as of 23:52, 22 February 2024

scientific article; zbMATH DE number 1122116
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scientific article; zbMATH DE number 1122116

    Statements

    1 March 1998
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    risk processes
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    ruin probabilities
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    martingales
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    random walks
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    Markov additive processes
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    compound Poisson process
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    Pollaczeck-Khinchin formula
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    Lundberg conjugation
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    Laplace transforms
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    diffusion approximations
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    renewal arrivals
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    risk theory in a Markovian environment
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    heavy tails
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    simulation methodology
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    large deviations
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    reinsurance
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    Identifiers

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