Potential measures for spectrally negative Markov additive processes with applications in ruin theory
Year of publication: |
2014
|
---|---|
Authors: | Feng, Runhuan ; Shimizu, Yasutaka |
Published in: |
Insurance: Mathematics and Economics. - Elsevier, ISSN 0167-6687. - Vol. 59.2014, C, p. 11-26
|
Publisher: |
Elsevier |
Subject: | Markov additive processes | Potential measure | Resolvent density | Markov renewal equation | Scale matrix | Exit problems |
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