The maximum severity of ruin in a perturbed risk process with Markovian arrivals (Q1950740)
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scientific article; zbMATH DE number 6162766
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | The maximum severity of ruin in a perturbed risk process with Markovian arrivals |
scientific article; zbMATH DE number 6162766 |
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The maximum severity of ruin in a perturbed risk process with Markovian arrivals (English)
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13 May 2013
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perturbed risk processes
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Markovian arrival processes
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first passage times
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time of recovery
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maximum severity of ruin
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