A note on a discrete time MAP risk model

DOI10.1016/j.cam.2016.06.034zbMath1410.91276OpenAlexW2465622178MaRDI QIDQ313585

Hu Yang, Zhimin Zhang, Chao-Lin Liu

Publication date: 12 September 2016

Published in: Journal of Computational and Applied Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.cam.2016.06.034

zbMATH Keywords

MAPruin probabilityrecursive formulaGerber-Shiu function

Mathematics Subject Classification ID

Applications of Markov chains and discrete-time Markov processes on general state spaces (social mobility, learning theory, industrial processes, etc.) (60J20) Diffusion processes (60J60)

Related Items (3)

On a discrete interaction risk model with delayed claims and stochastic incomes under random discount rates ⋮ On a discrete interaction risk model with delayed claims and randomized dividends ⋮ Unnamed Item

Cites Work

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