Risk measures related to the surplus process in the compound Markov binomial model

MaRDI QIDQ2801358zbMATH OpenFDO

Authors Hélène Cossette, David Landriault, É. Marceau

Publication date 7 April 2016

Published in Mitteilungen. Schweizerische Aktuarvereinigung (SAV) (Search for Journal in Brave)

Mathematics Subject Classification ID

Applications of Markov chains and discrete-time Markov processes on general state spaces (social mobility, learning theory, industrial processes, etc.) (60J20) Markov chains (discrete-time Markov processes on discrete state spaces) (60J10)

Cited in

(1)

• On the discrete-time compound renewal risk model with dependence

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