Some state-specific exit probabilities in a Markov-modulated risk model
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Publication:2209660
DOI10.1155/2020/5830245zbMath1459.91035MaRDI QIDQ2209660
Publication date: 4 November 2020
Published in: Mathematical Problems in Engineering (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1155/2020/5830245
62P05: Applications of statistics to actuarial sciences and financial mathematics
60H30: Applications of stochastic analysis (to PDEs, etc.)
91B05: Risk models (general)
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