Rate modulation in dams and ruin problems

DOI10.2307/3215076zbMath0860.60060OpenAlexW2313055243MaRDI QIDQ4891684

Offer Kella, Soren Asmussen

Publication date: 13 April 1997

Published in: Journal of Applied Probability (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.2307/3215076

zbMATH Keywords

risk processrandom timedam processfinite space Markov process

Mathematics Subject Classification ID

Applications of statistics to actuarial sciences and financial mathematics (62P05) Continuous-time Markov processes on discrete state spaces (60J27) Applications of Markov renewal processes (reliability, queueing networks, etc.) (60K20)

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