Banach contraction principle, <i>q</i>-scale function and ultimate ruin probability under a Markov-modulated classical risk model (Q5073018)
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scientific article; zbMATH DE number 7518395
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| English | Banach contraction principle, <i>q</i>-scale function and ultimate ruin probability under a Markov-modulated classical risk model |
scientific article; zbMATH DE number 7518395 |
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Banach contraction principle, <i>q</i>-scale function and ultimate ruin probability under a Markov-modulated classical risk model (English)
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5 May 2022
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ruin probability
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Markov-modulated classical risk model
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\(q\)-scale function
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Markov property
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Banach contraction principle
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0.97182393
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0.90255105
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0.8951271
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0.8643269
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0.8595554
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0.8593542
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