A quintuple law for Markov additive processes with phase-type jumps (Q3578675): Difference between revisions
From MaRDI portal
Added link to MaRDI item. |
Set profile property. |
||
| Property / MaRDI profile type | |||
| Property / MaRDI profile type: MaRDI publication profile / rank | |||
Normal rank | |||
Revision as of 12:54, 5 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A quintuple law for Markov additive processes with phase-type jumps |
scientific article |
Statements
A quintuple law for Markov additive processes with phase-type jumps (English)
0 references
20 July 2010
0 references
Markov additive process
0 references
undershoot
0 references
surplus
0 references
ruin
0 references
Gerber-Shiu function
0 references
