The maximum severity of ruin in a perturbed risk process with Markovian arrivals (Q1950740)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | The maximum severity of ruin in a perturbed risk process with Markovian arrivals |
scientific article |
Statements
The maximum severity of ruin in a perturbed risk process with Markovian arrivals (English)
0 references
13 May 2013
0 references
perturbed risk processes
0 references
Markovian arrival processes
0 references
first passage times
0 references
time of recovery
0 references
maximum severity of ruin
0 references
