Estimation of the Lundberg coefficient for a Markov modulated risk model (Q4248560)
From MaRDI portal
scientific article; zbMATH DE number 1299995
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Estimation of the Lundberg coefficient for a Markov modulated risk model |
scientific article; zbMATH DE number 1299995 |
Statements
Estimation of the Lundberg coefficient for a Markov modulated risk model (English)
0 references
28 November 1999
0 references
Cox model
0 references
adjustment coefficient
0 references
Hill's estimator
0 references
tail probabilities
0 references
ruin probability
0 references
Lundberg exponent
0 references
