The Gerber-Shiu discounted penalty function in the compound Markov binomial model (Q2916213)
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scientific article; zbMATH DE number 6090781
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| English | The Gerber-Shiu discounted penalty function in the compound Markov binomial model |
scientific article; zbMATH DE number 6090781 |
Statements
5 October 2012
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compound Markov binomial model
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dependence
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Gerber-Shiu discounted penalty function
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asymptotic expression
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ruin probability
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The Gerber-Shiu discounted penalty function in the compound Markov binomial model (English)
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0.8894803524017334
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0.8762447834014893
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0.866722047328949
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0.8619533181190491
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0.8420264720916748
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