Lundberg-type Bounds for the Joint Distribution of Surplus Immediately Before and at Ruin under a Markov-modulated Risk Model (Q5490597)
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scientific article; zbMATH DE number 5060058
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| English | Lundberg-type Bounds for the Joint Distribution of Surplus Immediately Before and at Ruin under a Markov-modulated Risk Model |
scientific article; zbMATH DE number 5060058 |
Statements
Lundberg-type Bounds for the Joint Distribution of Surplus Immediately Before and at Ruin under a Markov-modulated Risk Model (English)
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4 October 2006
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change of probability measure
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exponential martingale
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Lundberg-type bounds
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0.9372432
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0.9304344
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0.92318726
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0.91364944
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0.91193163
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0.91077757
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0.9099957
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0.90950996
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