A unified analysis of claim costs up to ruin in a Markovian arrival risk model (Q2445994)
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scientific article; zbMATH DE number 6285070
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| English | A unified analysis of claim costs up to ruin in a Markovian arrival risk model |
scientific article; zbMATH DE number 6285070 |
Statements
A unified analysis of claim costs up to ruin in a Markovian arrival risk model (English)
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15 April 2014
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claim costs up to ruin
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generalized penalty function
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Gerber-Shiu function
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Markovian arrival process
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risk model
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Dickson-Hipp operator
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Markov renewal equation
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0.91768736
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0.89075893
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0.8827828
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0.8825339
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0.8807313
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0.8801862
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