Conditional ruin probability with a Markov regime switching model (Q2838672)
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scientific article; zbMATH DE number 6185922
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| English | Conditional ruin probability with a Markov regime switching model |
scientific article; zbMATH DE number 6185922 |
Statements
Conditional Ruin Probability with a Markov Regime Switching Model (English)
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10 July 2013
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ruin probability
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regime switching
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martingale
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insurance
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Markov chain
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jump-diffusion model
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0.876070499420166
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0.8509559035301208
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0.8425963521003723
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0.8413470387458801
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0.8368234634399414
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