Lundberg-type Bounds for the Joint Distribution of Surplus Immediately Before and at Ruin under a Markov-modulated Risk Model (Q5490597): Difference between revisions
From MaRDI portal
Set profile property. |
Added link to MaRDI item. |
||
| links / mardi / name | links / mardi / name | ||
Revision as of 03:02, 7 March 2024
scientific article; zbMATH DE number 5060058
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Lundberg-type Bounds for the Joint Distribution of Surplus Immediately Before and at Ruin under a Markov-modulated Risk Model |
scientific article; zbMATH DE number 5060058 |
Statements
Lundberg-type Bounds for the Joint Distribution of Surplus Immediately Before and at Ruin under a Markov-modulated Risk Model (English)
0 references
4 October 2006
0 references
change of probability measure
0 references
exponential martingale
0 references
Lundberg-type bounds
0 references
