Ruin probabilities of Markov-modulated jump-diffusion risk model (Q2992095)
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scientific article; zbMATH DE number 6610995
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| English | Ruin probabilities of Markov-modulated jump-diffusion risk model |
scientific article; zbMATH DE number 6610995 |
Statements
10 August 2016
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ruin probability
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Markovian process
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jump-diffusion risk model
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Lundberg's fundamental equation
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Laplace transform
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0.8696742653846741
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0.8678612112998962
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0.861616849899292
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0.8535152673721313
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0.8506250977516174
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