Perturbed Risk Processes Analyzed as Fluid Flows
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Publication:3396380
DOI10.1080/15326340903088867zbMath1187.91106MaRDI QIDQ3396380
Jiandong Ren, David A. Stanford, Lothar Breuer, Kaiqi Yu
Publication date: 18 September 2009
Published in: Stochastic Models (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/15326340903088867
ruin probability; Markov-modulated fluid flow model; perturbed aggregate loss process; phase-type structure
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