Potential measures for spectrally negative Markov additive processes with applications in ruin theory (Q2514602)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Potential measures for spectrally negative Markov additive processes with applications in ruin theory |
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Potential measures for spectrally negative Markov additive processes with applications in ruin theory (English)
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3 February 2015
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Markov additive processes
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potential measures
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resolvent density
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Markov renewal equation
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scale matrix
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exit problems
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ruin theory
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