On the absolute ruin in a MAP risk model with debit interest (Q2996570): Difference between revisions
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Revision as of 00:44, 20 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On the absolute ruin in a MAP risk model with debit interest |
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On the absolute ruin in a MAP risk model with debit interest (English)
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3 May 2011
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Markov additive processes
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absolute ruin
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discounted penalty function
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matrix renewal equation
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asymtotics
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heavy-tailed distribution
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