Cramér–Lundberg asymptotics for spectrally positive Markov additive processes
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Publication:6587493
DOI10.1080/03461238.2023.2280287zbMath1542.91348MaRDI QIDQ6587493
Jan-Pieter L. Dorsman, M. R. H. Mandjes, Lucas van Kreveld
Publication date: 14 August 2024
Published in: Scandinavian Actuarial Journal (Search for Journal in Brave)
Processes with independent increments; Lévy processes (60G51) Applications of Markov chains and discrete-time Markov processes on general state spaces (social mobility, learning theory, industrial processes, etc.) (60J20) Actuarial mathematics (91G05)
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