On the ruin problem in a Markov-modulated risk model (Q931376)
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scientific article; zbMATH DE number 5292829
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| English | On the ruin problem in a Markov-modulated risk model |
scientific article; zbMATH DE number 5292829 |
Statements
On the ruin problem in a Markov-modulated risk model (English)
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25 June 2008
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Markov additive process
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Laplace transform
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Gerber-Shiu function
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Markov-modulated compound Poisson model
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0.918693780899048
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0.8726885318756104
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0.8678612112998962
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0.8654611706733704
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