On the Markov-modulated insurance risk model with interest, debit interest and tax payments (Q4642855)
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scientific article; zbMATH DE number 6873947
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| English | On the Markov-modulated insurance risk model with interest, debit interest and tax payments |
scientific article; zbMATH DE number 6873947 |
Statements
25 May 2018
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Markov-modulated risk model
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non-absolute-ruin probability
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expected discounted tax payments
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probability of recovery
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0.8745251893997192
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0.8360499739646912
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0.8298120498657227
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0.8270831108093262
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0.8247450590133667
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