scientific article

zbMath1153.91603MaRDI QIDQ3599223

Tak Kuen Siu, John W. Lau, Hailiang Yang

Publication date: 3 February 2009

Full work available at URL: http://www.m-hikari.com/ams/ams-password-2008/ams-password29-32-2008/yangAMS29-32-2008.pdf

Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.

zbMATH Keywords

ruin probabilityperturbed risk modelMarkov-switching compensatorcompletely random measure processhidden Markov chain process

Mathematics Subject Classification ID

Diffusion processes (60J60)

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