Joint distribution of the extremes before ruin and the deficit in Markov-modulated risk models (Q3071840)
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scientific article; zbMATH DE number 5846840
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| English | Joint distribution of the extremes before ruin and the deficit in Markov-modulated risk models |
scientific article; zbMATH DE number 5846840 |
Statements
5 February 2011
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piecewise-deterministic Markov processes
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supplementary variables
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0.889907717704773
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0.8589898347854614
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0.832793116569519
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