On the absolute ruin in a map risk model with debit interest (Q2996570)
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scientific article; zbMATH DE number 5883114
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| English | On the absolute ruin in a map risk model with debit interest |
scientific article; zbMATH DE number 5883114 |
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On the absolute ruin in a MAP risk model with debit interest (English)
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3 May 2011
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Markov additive processes
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absolute ruin
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discounted penalty function
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matrix renewal equation
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asymtotics
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heavy-tailed distribution
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0.829901933670044
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0.8297427296638489
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0.8281354904174805
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0.8207075595855713
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0.8203825354576111
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