Parisian ruin probability for Markov additive risk processes (Q1712241)
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scientific article; zbMATH DE number 7004052
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Parisian ruin probability for Markov additive risk processes |
scientific article; zbMATH DE number 7004052 |
Statements
Parisian ruin probability for Markov additive risk processes (English)
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21 January 2019
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Markov additive risk process
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Parisian ruin
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scale matrices
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