Potential measures for spectrally negative Markov additive processes with applications in ruin theory (Q2514602)
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scientific article; zbMATH DE number 6395355
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| English | Potential measures for spectrally negative Markov additive processes with applications in ruin theory |
scientific article; zbMATH DE number 6395355 |
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Potential measures for spectrally negative Markov additive processes with applications in ruin theory (English)
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3 February 2015
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Markov additive processes
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potential measures
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resolvent density
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Markov renewal equation
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scale matrix
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exit problems
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ruin theory
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0.801413893699646
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0.7635277509689331
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0.7553476095199585
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0.7536433935165405
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0.7506570219993591
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