Cramér-Lundberg model for some classes of extremal Markov sequences (Q6054049)

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scientific article; zbMATH DE number 7753822
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Cramér-Lundberg model for some classes of extremal Markov sequences
scientific article; zbMATH DE number 7753822

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    Cramér-Lundberg model for some classes of extremal Markov sequences (English)
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    24 October 2023
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    Cramér-Lundberg model
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    ruin probability
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    Markov chain
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    generalized convolution
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    first safety condition for the insurance company
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