Some state-specific exit probabilities in a Markov-modulated risk model

DOI10.1155/2020/5830245zbMath1459.91035MaRDI QIDQ2209660

Shuanming Li, Jingchao Li

Publication date: 4 November 2020

Published in: Mathematical Problems in Engineering (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1155/2020/5830245

Mathematics Subject Classification ID

62P05: Applications of statistics to actuarial sciences and financial mathematics

60H30: Applications of stochastic analysis (to PDEs, etc.)

91B05: Risk models (general)