Some state-specific exit probabilities in a Markov-modulated risk model

DOI10.1155/2020/5830245zbMath1459.91035OpenAlexW3093635247MaRDI QIDQ2209660

Shuanming Li, Jingchao Li

Publication date: 4 November 2020

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

Full work available at URL: https://doi.org/10.1155/2020/5830245

Mathematics Subject Classification ID

Applications of statistics to actuarial sciences and financial mathematics (62P05) Applications of stochastic analysis (to PDEs, etc.) (60H30) Risk models (general) (91B05)

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