A Note on Ruin in a Two State Markov Model
| Year of publication: |
2001-11-01
|
|---|---|
| Authors: | Wagner, Christian |
| Published in: | |
| Publisher: |
International Actuarial Association / Actuarial Studies in Non-Life Insurance |
| Subject: | Markov Kette | markov chain | Ruintheorie | rmite time ruin probabilities |
| Extent: | 381952 bytes 10 p. application/pdf |
|---|---|
| Type of publication: | Article |
| Language: | English |
| Classification: | Management of insurance ; Insurance Industry ; Individual Articles ; No country specification |
| Source: | USB Cologne (business full texts) |
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