Markov-modulated generalized Ornstein-Uhlenbeck processes and an application in risk theory (Q2137021)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Markov-modulated generalized Ornstein-Uhlenbeck processes and an application in risk theory |
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Markov-modulated generalized Ornstein-Uhlenbeck processes and an application in risk theory (English)
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16 May 2022
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exponential functional
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generalized Ornstein-Uhlenbeck process
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Lévy process
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Markov additive process
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Markov-modulated random recurrence equation
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Markov-switching model
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risk theory
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ruin probability
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stationary process
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