Deficit distributions at ruin in a regime-switching Sparre Andersen model
type: Item
instance of: scholarly article
title: Deficit distributions at ruin in a regime-switching Sparre Andersen model
zbMATH Open document ID: 1398.91327
author: Marcin Rudź
author: L. Gajek
published in: Journal of Applied Analysis
publication date: 2018-06-08T00:00:00Z
Mathematics Subject Classification ID: 91B30
Mathematics Subject Classification ID: 60J20
Mathematics Subject Classification ID: 60K10
zbMATH DE Number: 6882366
zbMATH Keywords: regime-switching Sparre Andersen model
zbMATH Keywords: risk operators
zbMATH Keywords: deficit distributions at ruin
zbMATH Keywords: ruin probabilities
zbMATH Keywords: NBU
MaRDI profile type: Publication
full work available at URL: jaa-2018-0010
OpenAlex ID: W2804028955
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cites work: Moments of claims in a Markovian environment
cites work: Q4380355
cites work: On the severity of ruin in a Markov-modulated risk model
cites work: On the probability of ruin in a Markov-modulated risk model
Wikidata QID: Q129771771
DOI: 10.1515/JAA-2018-0010
description: scientific article; zbMATH DE number 6882366