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

zbMATH Open1333.91022MaRDI QIDQ2801358FDOQ2801358

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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