Ruin probabilities under a Markovian risk model

MaRDI QIDQ1879149zbMATH OpenFDO

Authors Hanxing Wang, Mao-ning Tang, Dafan Fang

Publication date 22 September 2004

Published in Acta Mathematicae Applicatae Sinica. English Series (Search for Journal in Brave)

zbMATH Keywords

Markov chainsruin probabilitiesrisk processes

Mathematics Subject Classification ID

Continuous-time Markov processes on discrete state spaces (60J27)

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