On the distribution of the size of a jump of given level for a sequence of maxima of random variables controlled by a Markov chain

DOI10.1007/BF01085201MaRDI QIDQ2542018zbMATH OpenFDO

Authors I. I. Ezhov

Publication date 1970

Published in Ukrainian Mathematical Journal (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/BF01085201

Cited in

(1)

• A monotonically converging algorithm for the severity of ruin in a discrete semi-markov risk model

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