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A multinomial approximation approach for the finite time survival probability under the Markov-modulated risk model - MaRDI portal

A multinomial approximation approach for the finite time survival probability under the Markov-modulated risk model (Q2157428)

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A multinomial approximation approach for the finite time survival probability under the Markov-modulated risk model
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    A multinomial approximation approach for the finite time survival probability under the Markov-modulated risk model (English)
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    28 July 2022
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    finite time survival probability
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    multinomial approximation
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    Markov-modulated risk model
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    draw-down time
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    reinsurance
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