A unified analysis of claim costs up to ruin in a Markovian arrival risk model (Q2445994): Difference between revisions
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Revision as of 19:41, 19 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A unified analysis of claim costs up to ruin in a Markovian arrival risk model |
scientific article |
Statements
A unified analysis of claim costs up to ruin in a Markovian arrival risk model (English)
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15 April 2014
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claim costs up to ruin
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generalized penalty function
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Gerber-Shiu function
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Markovian arrival process
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risk model
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Dickson-Hipp operator
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Markov renewal equation
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