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PH approximation of two-barrier ruin probability for Lévy risk having two-sided PH jumps - MaRDI portal

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PH approximation of two-barrier ruin probability for Lévy risk having two-sided PH jumps (Q6542688)

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scientific article; zbMATH DE number 7852199
Language Label Description Also known as
English
PH approximation of two-barrier ruin probability for Lévy risk having two-sided PH jumps
scientific article; zbMATH DE number 7852199

    Statements

    title
    PH approximation of two-barrier ruin probability for Lévy risk having two-sided PH jumps (English)
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    author
    Mohammad Ali
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    K. Pärna
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    publication date
    22 May 2024
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    zbMATH Keywords
    risk process
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    Lévy process
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    phase type distribution
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    ruin probability
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    Identifiers

    zbMATH DE Number
    7852199
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