Some results about the expected ruin time in Markov-modulated risk models
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Publication:2563881
DOI10.1016/0167-6687(95)00034-8zbMath0859.60081OpenAlexW2070051853WikidataQ127957082 ScholiaQ127957082MaRDI QIDQ2563881
Publication date: 9 April 1997
Published in: Insurance Mathematics \& Economics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/0167-6687(95)00034-8
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