A unified analysis of claim costs up to ruin in a Markovian arrival risk model
Eric C. K. Cheung; Runhuan Feng
| Year of publication: |
2013
|
|---|---|
| Authors: | Cheung, Eric C. K. ; Feng, Runhuan |
| Published in: |
Insurance. - Amsterdam : Elsevier, ISSN 0167-6687, ZDB-ID 8864-X. - Vol. 53.2013, 1, p. 98-109
|
| Subject: | Markov-Kette | Markov chain | Risikomodell | Risk model | Risiko | Risk | Theorie | Theory |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10009785415