Gambler's ruin problem in a Markov-modulated jump-diffusion risk model (Q5042786)
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scientific article; zbMATH DE number 7607466
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Gambler's ruin problem in a Markov-modulated jump-diffusion risk model |
scientific article; zbMATH DE number 7607466 |
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Gambler's ruin problem in a Markov-modulated jump-diffusion risk model (English)
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26 October 2022
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two-sided ruin probability
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\(q\)-scale function
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Markov-modulated jump-diffusion risk model
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Banach contraction principle
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