A multinomial approximation approach for the finite time survival probability under the Markov-modulated risk model (Q2157428)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A multinomial approximation approach for the finite time survival probability under the Markov-modulated risk model |
scientific article |
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A multinomial approximation approach for the finite time survival probability under the Markov-modulated risk model (English)
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28 July 2022
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finite time survival probability
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multinomial approximation
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Markov-modulated risk model
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draw-down time
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reinsurance
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