Analysis of some ruin-related quantities in a Markov-modulated risk model
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Publication:3186003
DOI10.1080/15326349.2015.1121399zbMath1344.60075MaRDI QIDQ3186003
David C. M. Dickson, Shuanming Li, Jingchao Li
Publication date: 8 August 2016
Published in: Stochastic Models (Search for Journal in Brave)
Full work available at URL: http://hdl.handle.net/11343/120635
44A10: Laplace transform
60K37: Processes in random environments
60J27: Continuous-time Markov processes on discrete state spaces
60J28: Applications of continuous-time Markov processes on discrete state spaces
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