The asymptotic behavior of the distribution of Markov moments in time-inhomogeneous Markov chains and its application to a discrete Cramér-Lundberg model (Q2817046)
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scientific article; zbMATH DE number 6620051
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | The asymptotic behavior of the distribution of Markov moments in time-inhomogeneous Markov chains and its application to a discrete Cramér-Lundberg model |
scientific article; zbMATH DE number 6620051 |
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29 August 2016
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inhomogeneous discrete Markov chains
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rare Markov moments
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asymptotics
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ruin probability
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Cramér-Lundberg model
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0.91483486
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0.87576914
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0.8725054
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0.87109005
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0.87002176
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0.8683077
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0.8683022
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0.8677428
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The asymptotic behavior of the distribution of Markov moments in time-inhomogeneous Markov chains and its application to a discrete Cramér-Lundberg model (English)
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