A unified analysis of claim costs up to ruin in a Markovian arrival risk model (Q2445994)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A unified analysis of claim costs up to ruin in a Markovian arrival risk model |
scientific article |
Statements
A unified analysis of claim costs up to ruin in a Markovian arrival risk model (English)
0 references
15 April 2014
0 references
claim costs up to ruin
0 references
generalized penalty function
0 references
Gerber-Shiu function
0 references
Markovian arrival process
0 references
risk model
0 references
Dickson-Hipp operator
0 references
Markov renewal equation
0 references
