Expansions for Markov-modulated systems and approximations of ruin probability (Q4877404)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Expansions for Markov-modulated systems and approximations of ruin probability |
scientific article; zbMATH DE number 877711
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Expansions for Markov-modulated systems and approximations of ruin probability |
scientific article; zbMATH DE number 877711 |
Statements
Expansions for Markov-modulated systems and approximations of ruin probability (English)
0 references
12 May 1996
0 references
Cox process
0 references
intensity
0 references
factorial moments
0 references
stationary Markov process
0 references
premium rate function
0 references
0.7993147969245911
0 references
0.7857911586761475
0 references
0.7857502102851868
0 references
0.7843383550643921
0 references
