Asymptotic results for a Markov-modulated risk process with stochastic investment (Q344244)
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: Asymptotic results for a Markov-modulated risk process with stochastic investment |
scientific article; zbMATH DE number 6655189
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Asymptotic results for a Markov-modulated risk process with stochastic investment |
scientific article; zbMATH DE number 6655189 |
Statements
Asymptotic results for a Markov-modulated risk process with stochastic investment (English)
0 references
22 November 2016
0 references
Markov-modulated risk process
0 references
investment
0 references
integro-differential equation system
0 references
ruin probabilities
0 references
regular variation
0 references
Frobenius method for systems
0 references
0 references
0 references
0 references
0 references
