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scientific article; zbMATH DE number 6961469 - MaRDI portal

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zbMath1413.91041MaRDI QIDQ4688572

Hui Ou, Ya Huang, Jie-Ming Zhou

Publication date: 22 October 2018

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

zbMATH Keywords

ruin probability Markov-modulation Lundberg inequality Pascal risk model

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) Interest rates, asset pricing, etc. (stochastic models) (91G30)

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