Ruin probability in a generalised risk process under rates of interest with homogenous Markov chains (Q6486734)
From MaRDI portal
!
This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use the normal view instead:
scientific article; zbMATH DE number 6370147
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Ruin probability in a generalised risk process under rates of interest with homogenous Markov chains |
scientific article; zbMATH DE number 6370147 |
Statements
Ruin probability in a generalised risk process under rates of interest with homogenous Markov chains (English)
0 references
Ruin Probability in a Generalised Risk Process under Rates of Interest with Homogenous Markov Chains (English)
0 references
17 November 2014
0 references
integral equation
0 references
recursive equation
0 references
ruin probability
0 references
homogeneous Markov chain
0 references
0 references
0.8633307814598083
0 references
0.8433879017829895
0 references
0.836159348487854
0 references
0.826116144657135
0 references
