Bounds for the ruin probability under a markovian modulated risk model (Q4237927)
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scientific article; zbMATH DE number 1275403
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| English | Bounds for the ruin probability under a markovian modulated risk model |
scientific article; zbMATH DE number 1275403 |
Statements
Bounds for the ruin probability under a markovian modulated risk model (English)
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13 April 1999
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boundary crossing problems
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generalized bounds
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ruin probability
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Markovian modulated risk model
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NBU
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NWU
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Markov renewal theorem
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induction method
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0.8470303416252136
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0.8151776194572449
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0.8105717301368713
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0.8027383089065552
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0.7998195290565491
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