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Analysis of some ruin-related quantities in a Markov-modulated risk model - MaRDI portal

Analysis of some ruin-related quantities in a Markov-modulated risk model (Q3186003)

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Analysis of some ruin-related quantities in a Markov-modulated risk model
scientific article

    Statements

    title
    Analysis of some ruin-related quantities in a Markov-modulated risk model (English)
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    author
    Jingchao Li
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    David C. M. Dickson
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    Shuanming Li
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    publication date
    8 August 2016
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    zbMATH Keywords
    Markov-modulated risk model
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    Laplace transform
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    probability generating function
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    Identifiers

    Mathematics Subject Classification ID
    60J28
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    60J27
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    60K37
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    91B30
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    44A10
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    zbMATH DE Number
    6609952
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    OpenAlex ID
    W2310994442
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