Exact expressions and upper bound for ruin probabilities in the compound Markov binomial model (Q977152)
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scientific article; zbMATH DE number 5723537
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| English | Exact expressions and upper bound for ruin probabilities in the compound Markov binomial model |
scientific article; zbMATH DE number 5723537 |
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Exact expressions and upper bound for ruin probabilities in the compound Markov binomial model (English)
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20 June 2010
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ruin theory
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compound Markov binomial model
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dependence
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compound binomial model
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compound geometric tail
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upper bound
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0.910394012928009
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0.86574387550354
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0.8463382124900818
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0.8441704511642456
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