A Note on Ruin in a Two State Markov Model (Q4661646)
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scientific article; zbMATH DE number 2149111
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | A Note on Ruin in a Two State Markov Model |
scientific article; zbMATH DE number 2149111 |
Statements
A Note on Ruin in a Two State Markov Model (English)
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30 March 2005
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Markov chain
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ruin time
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ruin probability
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0.8550993800163269
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0.8141555786132812
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0.8099219799041748
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0.8036804795265198
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0.8035721778869629
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