On occupation times for a risk process with reserve-dependent premium (Q3147437)
From MaRDI portal
!
This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use the normal view instead:
scientific article; zbMATH DE number 1803006
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | On occupation times for a risk process with reserve-dependent premium |
scientific article; zbMATH DE number 1803006 |
Statements
On occupation times for a risk process with reserve-dependent premium (English)
0 references
12 November 2002
0 references
risk reserve process
0 references
occupation time
0 references
piecewise deterministic Markov process
0 references
Laplace transform
0 references
exponential claim
0 references
ruin
0 references
negative surplus
0 references
0.8825312
0 references
0 references
0.8810023
0 references
0.8790926
0 references
0.8785881
0 references
0.8719397
0 references
