On the ruin problem in a Markov-modulated risk model (Q931376): Difference between revisions
From MaRDI portal
Set profile property. |
Set OpenAlex properties. |
||
| Property / full work available at URL | |||
| Property / full work available at URL: https://doi.org/10.1007/s11009-007-9044-4 / rank | |||
Normal rank | |||
| Property / OpenAlex ID | |||
| Property / OpenAlex ID: W2036790801 / rank | |||
Normal rank | |||
Revision as of 01:31, 20 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On the ruin problem in a Markov-modulated risk model |
scientific article |
Statements
On the ruin problem in a Markov-modulated risk model (English)
0 references
25 June 2008
0 references
Markov additive process
0 references
Laplace transform
0 references
Gerber-Shiu function
0 references
Markov-modulated compound Poisson model
0 references
