Ruin probabilities in models with a Markov chain dependence structure (Q2868616)
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scientific article; zbMATH DE number 6239155
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| English | Ruin probabilities in models with a Markov chain dependence structure |
scientific article; zbMATH DE number 6239155 |
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Ruin probabilities in models with a Markov chain dependence structure (English)
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17 December 2013
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ruin probability
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dependence
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Markov chain
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random walk
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matrix exponential distribution
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0.8581387400627136
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0.8566717505455017
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0.8490772247314453
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0.8477953672409058
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