On the severity of ruin in a Markov-modulated risk model (Q5430562)
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scientific article; zbMATH DE number 5220289
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On the severity of ruin in a Markov-modulated risk model |
scientific article; zbMATH DE number 5220289 |
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On the severity of ruin in a Markov-modulated risk model (English)
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16 December 2007
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severity of ruin
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Markov-modulated risk model
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ruin probability
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rational family of distribution
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