Analysis of a MAP Risk Model with Stochastic Incomes, Inter-Dependent Phase-Type Claims and a Constant Barrier

DOI10.1007/978-981-15-5951-8_15zbMath1470.91225OpenAlexW3082048820MaRDI QIDQ5012199

M. J. Jacob, A. S. Dibu

Publication date: 31 August 2021

Published in: Infosys Science Foundation Series (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/978-981-15-5951-8_15

zbMATH Keywords

random incomesMarkovian arrival processphase-type claimsinter-dependent claims

Mathematics Subject Classification ID

Applications of renewal theory (reliability, demand theory, etc.) (60K10) Actuarial mathematics (91G05)

Cites Work

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