The time to ruin for a class of Markov additive risk process with two-sided jumps (Q5475377)
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scientific article; zbMATH DE number 5033675
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | The time to ruin for a class of Markov additive risk process with two-sided jumps |
scientific article; zbMATH DE number 5033675 |
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The time to ruin for a class of Markov additive risk process with two-sided jumps (English)
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19 June 2006
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Markov process
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optional sampling
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risk model
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martingale
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probability of ruin
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time to ruin
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undershoot
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additive process
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