Conditional Ruin Probability with a Markov Regime Switching Model (Q2838672)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Conditional Ruin Probability with a Markov Regime Switching Model |
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Conditional Ruin Probability with a Markov Regime Switching Model |
scientific article |
Statements
Conditional Ruin Probability with a Markov Regime Switching Model (English)
0 references
10 July 2013
0 references
ruin probability
0 references
regime switching
0 references
martingale
0 references
insurance
0 references
Markov chain
0 references
jump-diffusion model
0 references
