Numerical Calculation of Ruin Probabilities for Skip-Free Markov Chains (Q4280365)
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scientific article; zbMATH DE number 509077
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Numerical Calculation of Ruin Probabilities for Skip-Free Markov Chains |
scientific article; zbMATH DE number 509077 |
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Numerical Calculation of Ruin Probabilities for Skip-Free Markov Chains (English)
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19 May 1994
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numerical calculation
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skip-free Markov chain
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Markov chain
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ruin probability
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