<i>q</i>-scale function, Banach contraction principle, and ultimate ruin probability in a Markov-modulated jump–diffusion risk model (Q5878641)
From MaRDI portal
scientific article; zbMATH DE number 7656042
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | <i>q</i>-scale function, Banach contraction principle, and ultimate ruin probability in a Markov-modulated jump–diffusion risk model |
scientific article; zbMATH DE number 7656042 |
Statements
<i>q</i>-scale function, Banach contraction principle, and ultimate ruin probability in a Markov-modulated jump–diffusion risk model (English)
0 references
21 February 2023
0 references
ruin probability
0 references
Markov-modulated jump-diffusion risk model
0 references
\(q\)-scale function
0 references
Banach contraction principle
0 references
0 references
0 references
