An application of semi-Markovian models to the ruin problem (Q4920672)
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scientific article; zbMATH DE number 6164639
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| English | An application of semi-Markovian models to the ruin problem |
scientific article; zbMATH DE number 6164639 |
Statements
21 May 2013
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coupling
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Markov chains
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semi-Markov process
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simulation
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stochastic ordering
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0.8187201023101807
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0.8182798624038696
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0.8013118505477905
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0.7936590909957886
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0.7879551649093628
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