Ruin probabilities under a Markovian risk model

zbMath1052.60059MaRDI QIDQ1879149

Han-xing Wang, Mao-ning Tang, Da-Fan Fang

Publication date: 22 September 2004

Published in: Acta Mathematicae Applicatae Sinica. English Series (Search for Journal in Brave)

zbMATH Keywords

Markov chainsruin probabilitiesrisk processes

Mathematics Subject Classification ID

Continuous-time Markov processes on discrete state spaces (60J27)

Related Items (2)

Markovian risk process ⋮ Lundberg-type inequalities for non-homogeneous risk models

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