The asymptotic behavior of the distribution of Markov moments in time-inhomogeneous Markov chains and its application to a discrete Cramér–Lundberg model (Q2817046)
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English | The asymptotic behavior of the distribution of Markov moments in time-inhomogeneous Markov chains and its application to a discrete Cramér–Lundberg model |
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The asymptotic behavior of the distribution of Markov moments in time-inhomogeneous Markov chains and its application to a discrete Cramér–Lundberg model (English)
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29 August 2016
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inhomogeneous discrete Markov chains
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rare Markov moments
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asymptotics
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ruin probability
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Cramér-Lundberg model
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