Bounds for the ruin probability under a markovian modulated risk model
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Publication:4237927
DOI10.1080/15326349908807529zbMath0920.90042OpenAlexW2012892774MaRDI QIDQ4237927
Publication date: 13 April 1999
Published in: Communications in Statistics. Stochastic Models (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/15326349908807529
ruin probabilityNBUNWUMarkov renewal theoremboundary crossing problemsgeneralized boundsinduction methodMarkovian modulated risk model
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