The Decompositions of the Discounted Penalty Functions and Dividends-Penalty Identity in a Markov-Modulated Risk Model (Q3395759)
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scientific article; zbMATH DE number 5603455
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| English | The Decompositions of the Discounted Penalty Functions and Dividends-Penalty Identity in a Markov-Modulated Risk Model |
scientific article; zbMATH DE number 5603455 |
Statements
The Decompositions of the Discounted Penalty Functions and Dividends-Penalty Identity in a Markov-Modulated Risk Model (English)
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13 September 2009
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Markov-modulated risk model
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expected discounted penalty function
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maximum surplus before ruin
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maximum severity of ruin
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dividends-penalty identity
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0.92882955
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0.9236218
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0.91848207
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0.9082731
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0.9016878
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0.90106314
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0.89931285
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0.8976027
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