\(\mathrm{G}/\mathrm{M}/1\) type structure of a risk model with general claim sizes in a Markovian environment (Q2358890)
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scientific article; zbMATH DE number 6732065
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| English | \(\mathrm{G}/\mathrm{M}/1\) type structure of a risk model with general claim sizes in a Markovian environment |
scientific article; zbMATH DE number 6732065 |
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\(\mathrm{G}/\mathrm{M}/1\) 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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0.8534161448478699
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0.825908899307251
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0.8222015500068665
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0.811996579170227
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0.8091824054718018
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