On the probability of ruin in a Markov-modulated risk model (Q817286)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: On the probability of ruin in a Markov-modulated risk model |
scientific article; zbMATH DE number 5009866
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | On the probability of ruin in a Markov-modulated risk model |
scientific article; zbMATH DE number 5009866 |
Statements
On the probability of ruin in a Markov-modulated risk model (English)
0 references
8 March 2006
0 references
Markov-modulated processes
0 references
semi-Markov processes
0 references
\(K_{n}\)-family of distributions
0 references
ruin theory
0 references
non-ruin probability
0 references
0.918693780899048
0 references
0.9108501076698304
0 references
0.8809117078781128
0 references
0.8696742653846741
0 references
