Numerical method for a Markov-modulated risk model with two-sided jumps

DOI10.1155/2012/401562zbMath1264.91137OpenAlexW2165057283WikidataQ58696524 ScholiaQ58696524MaRDI QIDQ1938188

Xianghua Zhao, Hua Dong

Publication date: 4 February 2013

Published in: Abstract and Applied Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1155/2012/401562

Mathematics Subject Classification ID

Numerical methods (including Monte Carlo methods) (91G60)

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