On the discounted penalty function in a Markov-dependent risk model (Q817299)
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scientific article; zbMATH DE number 5009874
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On the discounted penalty function in a Markov-dependent risk model |
scientific article; zbMATH DE number 5009874 |
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On the discounted penalty function in a Markov-dependent risk model (English)
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8 March 2006
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dependence
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classical risk model
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Sparre Andersen model
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time of ruin
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deficit at ruin
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surplus before ruin
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0.9264914
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0.9262885
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0.92263514
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0.92125976
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