On the joint distribution of surplus before and after ruin under a Markovian regime switching model
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Publication:2490058
DOI10.1016/j.spa.2005.09.008zbMath1093.60051OpenAlexW1976142055MaRDI QIDQ2490058
Hailiang Yang, Andrew Cheuk-Yin Ng
Publication date: 28 April 2006
Published in: Stochastic Processes and their Applications (Search for Journal in Brave)
Full work available at URL: http://hdl.handle.net/10722/54354
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