<i>q</i>-scale function, Banach contraction principle, and ultimate ruin probability in a Markov-modulated jump–diffusion risk model (Q5878641)
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scientific article; zbMATH DE number 7656042
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| English | <i>q</i>-scale function, Banach contraction principle, and ultimate ruin probability in a Markov-modulated jump–diffusion risk model |
scientific article; zbMATH DE number 7656042 |
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<i>q</i>-scale function, Banach contraction principle, and ultimate ruin probability in a Markov-modulated jump–diffusion risk model (English)
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21 February 2023
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ruin probability
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Markov-modulated jump-diffusion risk model
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\(q\)-scale function
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Banach contraction principle
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0.9554524421691896
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0.9370718002319336
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0.8139351010322571
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0.8103285431861877
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0.7506360411643982
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