Ruin problems for risk processes with dependent phase-type claims
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Publication:6087242
DOI10.1007/s11009-023-10065-8zbMath1530.91135arXiv2009.13428OpenAlexW3088025470MaRDI QIDQ6087242
Publication date: 11 December 2023
Published in: Methodology and Computing in Applied Probability (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/2009.13428
risk processesmultivariate phase-type distributionsMarkov-modulated fluid flowsdependent claimsrisk of ruin
Applications of continuous-time Markov processes on discrete state spaces (60J28) Risk models (general) (91B05)
Cites Work
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