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scientific article; zbMATH DE number 622009
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Risk Theory in a Periodic Environment: The Cramér-Lundberg Approximation and Lundberg's Inequality
scientific article; zbMATH DE number 622009

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    Risk Theory in a Periodic Environment: The Cramér-Lundberg Approximation and Lundberg's Inequality (English)
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    21 November 1994
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    ruin probability
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    risk theory
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    periodicity
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    risk process
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    Cramér- Lundberg approximation
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    Markov-modulated model
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