Rate modulation in dams and ruin problems

DOI10.2307/3215076zbMath0860.60060MaRDI QIDQ4891684

Offer Kella, Soren 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

risk process; random time; dam process; finite space Markov process

Mathematics Subject Classification ID

62P05: Applications of statistics to actuarial sciences and financial mathematics

60J27: Continuous-time Markov processes on discrete state spaces

60K20: Applications of Markov renewal processes (reliability, queueing networks, etc.)

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