On the discounted penalty function in a Markov-dependent risk model (Q817299): Difference between revisions
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Revision as of 13:13, 15 February 2024
scientific article
| Language | Label | Description | Also known as |
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| English | On the discounted penalty function in a Markov-dependent risk model |
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On the discounted penalty function in a Markov-dependent risk model (English)
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8 March 2006
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dependence
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classical risk model
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Sparre Andersen model
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time of ruin
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deficit at ruin
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surplus before ruin
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