The expected penalty function in a discrete Markov-modulated risk model (Q3380825)
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scientific article; zbMATH DE number 7403692
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| English | The expected penalty function in a discrete Markov-modulated risk model |
scientific article; zbMATH DE number 7403692 |
Statements
29 September 2021
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Markov chain
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expected penalty function
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compound binomial risk model
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stochastic premium income
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randomized dividend policy
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0.8854965567588806
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0.8808295130729675
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0.8532241582870483
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