On occupation times for a risk process with reserve-dependent premium (Q3147437): Difference between revisions
From MaRDI portal
Changed an Item |
Set profile property. |
||
Property / MaRDI profile type | |||
Property / MaRDI profile type: MaRDI publication profile / rank | |||
Normal rank |
Revision as of 10:55, 5 March 2024
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | On occupation times for a risk process with reserve-dependent premium |
scientific article |
Statements
On occupation times for a risk process with reserve-dependent premium (English)
0 references
12 November 2002
0 references
risk reserve process
0 references
occupation time
0 references
piecewise deterministic Markov process
0 references
Laplace transform
0 references
exponential claim
0 references
ruin
0 references
negative surplus
0 references