The severity of ruin in a discrete semi-Markov risk model (Q4532398)
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scientific article; zbMATH DE number 1749708
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| default for all languages | No label defined |
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| English | The severity of ruin in a discrete semi-Markov risk model |
scientific article; zbMATH DE number 1749708 |
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The severity of ruin in a discrete semi-Markov risk model (English)
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31 May 2003
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probability of ruin
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severity
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Markov chain
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0.8928861021995544
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0.8569530844688416
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0.8463514447212219
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0.8341435790061951
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0.8339231014251709
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