On differentiability of ruin functions under Markov-modulated models (Q1016634)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On differentiability of ruin functions under Markov-modulated models |
scientific article |
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On differentiability of ruin functions under Markov-modulated models (English)
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6 May 2009
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ruin function
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Markov-modulated model
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dual model
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strong Markov property
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differentiability
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Gerber-Shiu function
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