Duration of negative surplus for a two state Markov-modulated risk model (Q551417)
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scientific article; zbMATH DE number 5926683
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Duration of negative surplus for a two state Markov-modulated risk model |
scientific article; zbMATH DE number 5926683 |
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Duration of negative surplus for a two state Markov-modulated risk model (English)
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19 July 2011
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homogeneous Markov process
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ruin probability
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deficit
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duration of negative surplus
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compound Poisson risk model
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0.90821165
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0.89864093
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0.8965792
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0.8878437
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