Analysis of some ruin-related quantities in a Markov-modulated risk model (Q3186003)

From MaRDI portal
scientific article
Language Label Description Also known as
English
Analysis of some ruin-related quantities in a Markov-modulated risk model
scientific article

    Statements

    Analysis of some ruin-related quantities in a Markov-modulated risk model (English)
    0 references
    0 references
    0 references
    0 references
    8 August 2016
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    Markov-modulated risk model
    0 references
    Laplace transform
    0 references
    probability generating function
    0 references
    0 references