Cramér-Lundberg asymptotics for spectrally positive Markov additive processes
Lucas van Kreveld, Michel Mandjes and Jan-Pieter Dorsman
| Year of publication: |
2024
|
|---|---|
| Authors: | Kreveld, Lucas van ; Mandjes, Michel ; Dorsman, Jan-Pieter |
| Subject: | Cramér-Lundberg asymptotics | Lévy process | Markov additive process | overshoot | ruin probability | running maximum | Theorie | Theory | Markov-Kette | Markov chain | Stochastischer Prozess | Stochastic process | Wahrscheinlichkeitsrechnung | Probability theory |
freely available
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1080/03461238.2023.2280287 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10015052470