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Compound binomial risk model in a Markovian environment - MaRDI portal

Compound binomial risk model in a Markovian environment (Q704419)

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scientific article; zbMATH DE number 2127233
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Compound binomial risk model in a Markovian environment
scientific article; zbMATH DE number 2127233

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    Compound binomial risk model in a Markovian environment (English)
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    13 January 2005
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    Dependent Bernoulli
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    Markovian environment
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    Compound binomial model
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    Cox processes
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    Ruin probabilities
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    Upper bounds
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    Stochastic ordering
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