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Ruin probability in a generalised risk process under rates of interest with homogenous Markov chains - MaRDI portal

Ruin probability in a generalised risk process under rates of interest with homogenous Markov chains (Q6486734)

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scientific article; zbMATH DE number 6370147
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Ruin probability in a generalised risk process under rates of interest with homogenous Markov chains
scientific article; zbMATH DE number 6370147

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    Ruin probability in a generalised risk process under rates of interest with homogenous Markov chains (English)
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    17 November 2014
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    integral equation
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    recursive equation
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    ruin probability
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    homogeneous Markov chain
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