Rate modulation in dams and ruin problems
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Publication:4891684
DOI10.2307/3215076zbMath0860.60060MaRDI QIDQ4891684
Publication date: 13 April 1997
Published in: Journal of Applied Probability (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.2307/3215076
62P05: Applications of statistics to actuarial sciences and financial mathematics
60J27: Continuous-time Markov processes on discrete state spaces
60K20: Applications of Markov renewal processes (reliability, queueing networks, etc.)
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