Expansions for Markov-modulated systems and approximations of ruin probability (Q4877404)
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scientific article; zbMATH DE number 877711
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Expansions for Markov-modulated systems and approximations of ruin probability |
scientific article; zbMATH DE number 877711 |
Statements
Expansions for Markov-modulated systems and approximations of ruin probability (English)
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12 May 1996
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Cox process
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intensity
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factorial moments
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stationary Markov process
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premium rate function
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