On a discrete Markov-modulated risk model with random premium income and delayed claims

DOI10.1155/2020/3042543zbMath1459.91163OpenAlexW3093914032MaRDI QIDQ2209646

Publication date: 4 November 2020

Published in: Mathematical Problems in Engineering (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1155/2020/3042543

Mathematics Subject Classification ID

Applications of statistics to actuarial sciences and financial mathematics (62P05) Optimal stochastic control (93E20) Applications of renewal theory (reliability, demand theory, etc.) (60K10) Actuarial mathematics (91G05)

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