Pascal model with Markov-modulated premium rate under random interest

MaRDI QIDQ5319623zbMATH OpenFDO

Authors Shu-Chen Wan, Xianmin Geng

Publication date 22 July 2009

zbMATH Keywords

joint distributionMarkov-modulated premiumPascal modelruin probability

Mathematics Subject Classification ID

Applications of statistics to actuarial sciences and financial mathematics (62P05)

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