On the analysis of a multi-threshold Markovian risk model (Q3608225)
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scientific article; zbMATH DE number 5520711
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| English | On the analysis of a multi-threshold Markovian risk model |
scientific article; zbMATH DE number 5520711 |
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On the analysis of a multi-threshold Markovian risk model (English)
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28 February 2009
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Sparre Andersen risk model
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phase-type distribution
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Markovian arrival process
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Laplace-Stieltjes transform
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multi-threshold Markovian risk model
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0.8823917508125305
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0.8606513738632202
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0.8542184233665466
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0.8478624820709229
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