The maximum severity of ruin in a perturbed risk process with Markovian arrivals (Q1950740): Difference between revisions
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Revision as of 22:54, 19 March 2024
scientific article
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English | The maximum severity of ruin in a perturbed risk process with Markovian arrivals |
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The maximum severity of ruin in a perturbed risk process with Markovian arrivals (English)
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13 May 2013
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perturbed risk processes
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Markovian arrival processes
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first passage times
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time of recovery
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maximum severity of ruin
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