EconBiz - Find Economic Literature
    • Logout
    • Change account settings
  • A-Z
  • Beta
  • About EconBiz
  • News
  • Thesaurus (STW)
  • Academic Skills
  • Help
  •  My account 
    • Logout
    • Change account settings
  • Login
EconBiz - Find Economic Literature
Publications Events
Search options
Advanced Search history
My EconBiz
Favorites Loans Reservations Fines
    You are here:
  • Home
  • Search: subject:"Markov-modulated classical risk model"
Narrow search

Narrow search

Year of publication
Subject
All
60J70 1 60K37 1 91G05 1 Banach contraction principle 1 Markov chain 1 Markov property 1 Markov-Kette 1 Markov-modulated classical risk model 1 Probability theory 1 Risiko 1 Risikomanagement 1 Risikomodell 1 Risk 1 Risk management 1 Risk model 1 Ruin probability 1 Theorie 1 Theory 1 Wahrscheinlichkeitsrechnung 1 q-scale function 1
more ... less ...
Online availability
All
Undetermined 1
Type of publication
All
Article 1
Type of publication (narrower categories)
All
Article in journal 1 Aufsatz in Zeitschrift 1
Language
All
English 1
Author
All
Jiang, Zhengjun 1
Published in...
All
Scandinavian actuarial journal 1
Source
All
ECONIS (ZBW) 1
Showing 1 - 1 of 1
Cover Image
Banach contraction principle, q-scale function and ultimate ruin probability under a Markov-modulated classical risk model
Jiang, Zhengjun - In: Scandinavian actuarial journal 2022 (2022) 3, pp. 234-243
Suppose that risk reserves of an insurance company are governed by a Markov-modulated classical risk model with …
Persistent link: https://www.econbiz.de/10013370498
Saved in:
A service of the
zbw
  • Sitemap
  • Plain language
  • Accessibility
  • Contact us
  • Imprint
  • Privacy

Loading...