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Compound binomial risk model in a Markovian environment with capital cost and the calculation algorithm - MaRDI portal

Compound binomial risk model in a Markovian environment with capital cost and the calculation algorithm (Q2139728)

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Compound binomial risk model in a Markovian environment with capital cost and the calculation algorithm
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    Compound binomial risk model in a Markovian environment with capital cost and the calculation algorithm (English)
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    19 May 2022
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    Markovian environment
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    compound binomial risk model
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    interest rate
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    recursive equation
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    conditional ruin probabilities
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    calculation algorithm
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