Asymptotic results for a Markov-modulated risk process with stochastic investment (Q344244): Difference between revisions
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Revision as of 22:56, 19 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Asymptotic results for a Markov-modulated risk process with stochastic investment |
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Asymptotic results for a Markov-modulated risk process with stochastic investment (English)
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22 November 2016
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Markov-modulated risk process
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investment
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integro-differential equation system
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ruin probabilities
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regular variation
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Frobenius method for systems
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