Duration of negative surplus for a two state Markov-modulated risk model

DOI10.1016/S0252-9602(10)60114-2zbMath1240.91055OpenAlexW2050064644MaRDI QIDQ551417

Haili Yuan, Xue-Min Ma, Hu, Yijun

Publication date: 19 July 2011

Published in: Acta Mathematica Scientia. Series B. (English Edition) (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/s0252-9602(10)60114-2

zbMATH Keywords

ruin probabilityduration of negative surpluscompound Poisson risk modeldeficithomogeneous Markov process

Mathematics Subject Classification ID

Applications of statistics to actuarial sciences and financial mathematics (62P05)

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