Compound binomial risk model in a Markovian environment

DOI10.1016/j.insmatheco.2004.07.009zbMath1079.91049OpenAlexW2065255685MaRDI QIDQ704419

Étienne Marceau, David Landriault, Hélène Cossette

Publication date: 13 January 2005

Published in: Insurance Mathematics \& Economics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.insmatheco.2004.07.009

zbMATH Keywords

Cox processesMarkovian environmentStochastic orderingCompound binomial modelDependent BernoulliRuin probabilitiesUpper bounds

Mathematics Subject Classification ID

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