Asymptotic results for a Markov-modulated risk process with stochastic investment (Q344244)
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scientific article; zbMATH DE number 6655189
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| English | Asymptotic results for a Markov-modulated risk process with stochastic investment |
scientific article; zbMATH DE number 6655189 |
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Asymptotic results for a Markov-modulated risk process with stochastic investment (English)
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22 November 2016
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Markov-modulated risk process
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investment
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integro-differential equation system
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ruin probabilities
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regular variation
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Frobenius method for systems
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0.8414071798324585
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0.8299520015716553
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0.8216378092765808
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0.8205945491790771
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