Ruin Theory in a Hidden Markov-Modulated Risk Model (Q3094231)
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scientific article; zbMATH DE number 5961812
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Ruin Theory in a Hidden Markov-Modulated Risk Model |
scientific article; zbMATH DE number 5961812 |
Statements
Ruin Theory in a Hidden Markov-Modulated Risk Model (English)
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21 October 2011
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Dirichlet problem
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filtering
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hidden Markovian regime-switching model
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innovations approach
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partial differential equation
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ruin probability
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0.9506922
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0.94818217
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0.93743455
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0.93596315
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0.93538785
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0.9329076
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0.9299762
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0.9294507
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