A generalized penalty function with the maximum surplus prior to ruin in a MAP risk model (Q659191)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A generalized penalty function with the maximum surplus prior to ruin in a MAP risk model |
scientific article |
Statements
A generalized penalty function with the maximum surplus prior to ruin in a MAP risk model (English)
0 references
10 February 2012
0 references
generalized penalty function
0 references
maximum surplus level before ruin
0 references
Markovian arrival process
0 references
discounted joint distribution
0 references
