Parisian ruin probability for Markov additive risk processes (Q1712241)
From MaRDI portal
![]() | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Parisian ruin probability for Markov additive risk processes |
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | Parisian ruin probability for Markov additive risk processes |
scientific article |
Statements
Parisian ruin probability for Markov additive risk processes (English)
0 references
21 January 2019
0 references
Markov additive risk process
0 references
Parisian ruin
0 references
scale matrices
0 references