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Perturbed Risk Processes Analyzed as Fluid Flows - MaRDI portal

Perturbed Risk Processes Analyzed as Fluid Flows (Q3396380)

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Perturbed Risk Processes Analyzed as Fluid Flows
scientific article

    Statements

    title
    Perturbed Risk Processes Analyzed as Fluid Flows (English)
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    author
    Jiandong Ren
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    Lothar Breuer
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    David A. Stanford
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    Kaiqi Yu
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    publication date
    18 September 2009
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    zbMATH Keywords
    Markov-modulated fluid flow model
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    perturbed aggregate loss process
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    phase-type structure
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    ruin probability
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    Identifiers

    Mathematics Subject Classification ID
    91B30
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    60J25
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    60J65
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    60J75
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    zbMATH DE Number
    5604655
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    OpenAlex ID
    W2034664345
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