Risk theory in a Markovian environment (Q4734642)
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scientific article; zbMATH DE number 4121261
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Risk theory in a Markovian environment |
scientific article; zbMATH DE number 4121261 |
Statements
Risk theory in a Markovian environment (English)
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1989
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risk processes
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Poisson arrival process
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Markov jump process
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approximations
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simulation
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ruin probabilities
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Cramér-Lundberg approximation
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diffusion approximations
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correction terms
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Markov- modulated random walks
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Wiener-Hopf factorisation problems
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conjugate distributions
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Esscher transforms
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