Rate modulation in dams and ruin problems

DOI10.2307/3215076MaRDI QIDQ4891684zbMATH OpenOpenAlexFDO

Authors Offer Kella, Søren Asmussen

Publication date 13 April 1997

Published in Journal of Applied Probability (Search for Journal in Brave)

Full work available at URL https://doi.org/10.2307/3215076

zbMATH Keywords

dam processfinite space Markov processrandom timerisk process

Mathematics Subject Classification ID

Continuous-time Markov processes on discrete state spaces (60J27) Applications of Markov renewal processes (reliability, queueing networks, etc.) (60K20) Applications of statistics to actuarial sciences and financial mathematics (62P05)

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