A generalized penalty function with the maximum surplus prior to ruin in a MAP risk model (Q659191)
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scientific article; zbMATH DE number 6004678
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| English | A generalized penalty function with the maximum surplus prior to ruin in a MAP risk model |
scientific article; zbMATH DE number 6004678 |
Statements
A generalized penalty function with the maximum surplus prior to ruin in a MAP risk model (English)
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10 February 2012
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generalized penalty function
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maximum surplus level before ruin
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Markovian arrival process
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discounted joint distribution
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0.8564755320549011
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0.8345774412155151
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0.8296273946762085
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0.8293412327766418
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0.8215734362602234
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