Occupation times in the MAP risk model (Q2260947)
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scientific article; zbMATH DE number 6414136
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Occupation times in the MAP risk model |
scientific article; zbMATH DE number 6414136 |
Statements
Occupation times in the MAP risk model (English)
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13 March 2015
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occupation time
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duration of negative surplus
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Markovian arrival process
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time to ruin
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number of claims with negative surplus
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0.8477107286453247
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0.8259060382843018
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0.8206526637077332
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0.8190943598747253
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0.8178833723068237
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