Duration of negative surplus for a two state Markov-modulated risk model (Q551417): Difference between revisions

@@ Property / author @@
+Hu, Yijun
@@ Property / author: Hu, Yijun / rank @@
+Normal rank
@@ Property / Mathematics Subject Classification ID @@
+B30
@@ Property / Mathematics Subject Classification ID: 91B30 / rank @@
+Normal rank
@@ Property / Mathematics Subject Classification ID @@
+J75
@@ Property / Mathematics Subject Classification ID: 60J75 / rank @@
+Normal rank
@@ Property / Mathematics Subject Classification ID @@
+P05
@@ Property / Mathematics Subject Classification ID: 62P05 / rank @@
+Normal rank
@@ Property / zbMATH DE Number @@
+5926683
@@ Property / zbMATH DE Number: 5926683 / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+homogeneous Markov process
@@ Property / zbMATH Keywords: homogeneous Markov process / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+ruin probability
@@ Property / zbMATH Keywords: ruin probability / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+deficit
@@ Property / zbMATH Keywords: deficit / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+duration of negative surplus
@@ Property / zbMATH Keywords: duration of negative surplus / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+compound Poisson risk model
@@ Property / zbMATH Keywords: compound Poisson risk model / rank @@
+Normal rank

Revision as of 13:46, 1 July 2023