Occuptation times in the MAP risk model
David Landriault; Tianxiang Shi
| Year of publication: |
2015
|
|---|---|
| Authors: | Landriault, David ; Shi, Tianxiang |
| Published in: |
Insurance. - Amsterdam : Elsevier, ISSN 0167-6687, ZDB-ID 8864-X. - Vol. 60.2015, p. 75-82
|
| Subject: | Occupation time | Duration of negative surplus | Markovian arrival proccess | Time to ruin | Number of claims with negative surplus | Theorie | Theory | Risikomodell | Risk model | Markov-Kette | Markov chain | Zeit | Time | Dauer | Duration | Risiko | Risk |
| 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/10010484828