\(\mathrm{G}/\mathrm{M}/1\) type structure of a risk model with general claim sizes in a Markovian environment (Q2358890)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | \(\mathrm{G}/\mathrm{M}/1\) type structure of a risk model with general claim sizes in a Markovian environment |
scientific article |
Statements
\(\mathrm{G}/\mathrm{M}/1\) type structure of a risk model with general claim sizes in a Markovian environment (English)
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16 June 2017
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risk model
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surplus process
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ruin probability
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first-passage time
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penalty function
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