Finite time ruin problems for the Markov-modulated risk model

Jingchao Li; David C. M. Dickson; Shuanming Li

Year of publication:	2014
Authors:	Li, Jingchao ; Dickson, David C. M. ; Li, Shuanming
Publisher:	Melbourne : Centre for Actuarial Studies, Fac. of Economics & Commerce, the Univ. of Melbourne
Subject:	Markov-modulated risk model \| claim number distribution \| aggregate claims distribution \| finite time ruin probability \| deficit at ruin \| moments of time of ruin \| discrete phase-type distribution \| Risikomodell \| Risk model \| Versicherungsmathematik \| Actuarial mathematics \| Statistische Verteilung \| Statistical distribution \| Risiko \| Risk \| Wahrscheinlichkeitsrechnung \| Probability theory \| Theorie \| Theory \| Finanzmathematik \| Mathematical finance

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