scientific article; zbMATH DE number 5588958

zbMATH Open1176.91063MaRDI QIDQ5323936FDOQ5323936

Authors: Pavlina Jordanova 

Publication date: 31 July 2009

Full work available at URL: http://pvamu.edu/pages/3381.asp

Title of this publication is not available (Why is that?)

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zbMATH Keywords

probability of ruinsurplus processtotal duration of negative surplus

Mathematics Subject Classification ID

Stochastic models in economics (91B70)

Cited In (2)

• Total duration of negative surplus for an MAP risk model
• Duration of negative surplus for a two state Markov-modulated risk model

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